Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
The main purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The prices of oil and its interactions with financial markets make it possible to determine the associated...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-04-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/12/8/1475 |