Parcourir par auteur "Demiralay S., Hourvouliades N., Fassas A."
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Dynamic co-movements and directional spillovers among energy futures
Demiralay S., Hourvouliades N., Fassas A. (2020)Purpose: This paper aims to examine dynamic equicorrelations (DECO) and directional volatility spillover effects among four energy futures markets, namely, West Texas Intermediate crude oil, heating oil, natural gas and ...