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0428275 - NHU-C 2015 US eng V - Research Report
Baruník, J. - Kočenda, Evžen - Vácha, L.
How does bad and good volatility spill over across petroleum markets?.
Ithaca, N.Y: Cornell University, 2014. 22 s. Papers from arXiv.org, 1405.2445.
R&D Projects: GA ČR GA14-24129S
Institutional support: PRVOUK-P23
Keywords : volatility spillovers * asymmetry * petroleum markets
Subject RIV: AH - Economics
http://arxiv.org/pdf/1405.2445v1.pdf
Permanent Link: http://hdl.handle.net/11104/0233784