An Wavelet analysis of connectedness between volatility of the energy and other markets during the COVID-19 crisis
By applying novel partial wavelet coherency, this paper investigates the transmission mechanism of the volatility from the oil, gold, and silver sector to the energy sector in the time and frequency dimensions as well as the influence of the COVID-19 health crisis on this linkage. The multiple coher...
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| Format: | Article |
| Language: | English |
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Elsevier
2023-05-01
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| Series: | Energy Strategy Reviews |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2211467X23000329 |