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 (ESCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 25 Issue: 3
  • Publication Date: 2014
  • Doi Number: 10.1016/j.gfj.2014.10.005
  • Journal Name: Global Finance Journal
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus
  • Page Numbers: pp.246-259
  • Middle East Technical University Affiliated: Yes