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Financial markets, energy shocks, and extreme volatility spillovers · Study

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ArticleFinancial markets, energy shocks, and extreme volatility spillovers

Sabri Boubaker2023

Article2023

Financial markets, energy shocks, and extreme volatility spillovers

Sabri Boubaker · Sitara Karim · Muhammad Abubakr Naeem · Gagan Deep Sharma

67 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

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References

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2020Financial markets under the global pandemic of COVID-19 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2020COVID-19 and finance: Agendas for future research 2005Market Integration and Contagion 2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

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Year2023

Typearticle

Published2023-09-17

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations67

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eneco.2023.107031

openalex_workW4386813085

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