Volatility spillovers
This paper provides evidence on the lead, the contemporaneous and the lagged transmission mechanism of extreme shocks across energy products. Our findings reveal a weak leadership of crude oil in guiding hedgers against risk that is specific to natural gas whose changes show a weak reliance on chang...
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| Format: | article |
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2012
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| Online Access: | http://hdl.handle.net/10725/4947 http://dx.doi.org/10.19030/jabr.v28i6.7339 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.cluteinstitute.com/ojs/index.php/JABR/article/view/7339 |
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