Estimating fuel price volatility and spillover effects across different European countries
This paper analyses the volatility of retail fuel prices in nine different EU countries and the spillover effects between fuel prices across selected countries from Central and Eastern Europe and the Eurozone over the 2008-2019 period. In particular, we use the GARCH-GJR model in order to investigat...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2019-12-01
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| Series: | Management şi Marketing |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/mmcks-2019-0029 |