Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, Rikard, Larsson, Karl, Lunina, Veronika, Nilsson, BirgerLanguage:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2017.10.004
Date:
October, 2017
File:
PDF, 1.07 MB
english, 2017