Search results
- 1.0438407 - ÚTIA 2016 RIV US eng J - Journal Article
Baruník, Jozef - Kočenda, Evžen - Vácha, Lukáš
Volatility Spillovers Across Petroleum Markets.
Energy Journal. Roč. 36, č. 3 (2015), s. 309-329. ISSN 0195-6574. E-ISSN 1944-9089
R&D Projects: GA ČR GA14-24129S
Keywords : Volatility spillovers * Asymmetry * Petroleum markets
Subject RIV: AH - Economics
Impact factor: 1.662, year: 2015
http://library.utia.cas.cz/separaty/2014/E/barunik-0438407.pdf
Permanent Link: http://hdl.handle.net/11104/0242965 - 2.0428275 - 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