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)

• 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