Cross-Commodity News Transmission and Volatility Spillovers...

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Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets

Green, Rikard, Larsson, Karl, Lunina, Veronika, Nilsson, Birger
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Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2017.10.004
Date:
October, 2017
File:
PDF, 1.07 MB
english, 2017
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