Volatility transmission between energy-related asset classes


Gormus N. A. , SOYTAŞ U. , Diltz J. D.

Global Finance Journal, vol.25, no.3, pp.246-259, 2014 (Journal Indexed in ESCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 25 Issue: 3
  • Publication Date: 2014
  • Doi Number: 10.1016/j.gfj.2014.10.005
  • Title of Journal : Global Finance Journal
  • Page Numbers: pp.246-259