Tanattrin Bunnag

Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures

Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures

International Journal of Energy Economics and Policy

2015-Cilt: 5 Sayı: 3

647-659

The Oil Futures and the Carbon Emissions Futures Volatility, Comovements and Spillovers, Multivariate GARCH Models

147 187