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

By Boqiang Lin, Jianglong Li. 2015

149 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Energy

View Paper: https://www.semanticscholar.org/paper/147c1f0902d67bbb55ceaae95ea38a889bcc25ec

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sang Hoon Kang
2. Seong‐Min Yoon
3. Ron P. McIver
4. Duc Khuong Nguyen
5. Mohamed Arouri
6. Amine Lahiani
7. George Filis
8. Stavros Degiannakis *

In General Energy

1. Sang Hoon Kang

Citations in the corpus

• Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2017, background): “Lin and Li (2015) use a vector error correction (VEC) model with an MGARCH model to investigate price and volatility spillovers between the natural gas and oil markets in different regions (i.e. the US, Europe, and Japan).”