Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management

Mobeen Ur Rehman; Xuan Vinh Vo

Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management

Mobeen Ur Rehman, Xuan Vinh Vo

Economics & Finance

نتاج البحث: المساهمة في مجلة › Article › مراجعة النظراء

اللغة الأصلية	English
دورية	Resources Policy
حالة النشر	Published - 2021

قم بذكر هذا

@article{1deea712961f4d57a19fc3f4a73f04ec,

title = "Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management",

author = "Walid Mensi and {Mobeen Ur Rehman} and {Xuan Vinh Vo}",

year = "2021",

language = "English",

journal = "Resources Policy",

issn = "0301-4207",

publisher = "Elsevier Limited",

}