Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets
This study analyzes return and volatility spillovers across global crude oil markets for 1 January 1991 to 27 April 2018, using an empirical technique from the time and frequency domains, and makes four key contributions. First, the spillover tables reveal that the West Texas Intermediate (WTI) futu...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-10-01
|
| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/11/11/2893 |