Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Year of publication: |
2024
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Authors: | Li, Guangchen ; Shen, Z. Y. ; Song, Malin ; Wei, Weixian |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 471-484
|
Subject: | COVID-19 | Dynamic correlations | Financial crisis | New energy | Volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | China | Korrelation | Correlation | ARCH-Modell | ARCH model | Finanzkrise | Aktienmarkt | Stock market | Coronavirus |
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