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The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework

The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework

Lin, Boqiang; Li, Jianglong
  • 期刊名称Applied Energy
  • 作者Lin, Boqiang; Li, Jianglong
  • 卷第155卷
  • 印刷ISSN0306-2619
  • 文件大小489.39KB
  • 发表时间2015-10
  • DOI10.1016/j.apenergy.2015.05.123
  • 页码229-241
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