![](images/graphics/blank.gif)
Dynamic Connectedness approach
-
This paper studies how the return connectedness exhibits the potential linkages among 17 economies over the twenty-year period started in 2001. We found three main findings through employing the Dynamic Connectedness approach which is based on the Vector Auto-Regression (VAR) to calculate Generalized Forecast Error Decompositions.
19p
wangxinling
23-07-2021
16
0
Download
-
Identifying the dynamic connectedness between propane and oil prices: Evidence from wavelet analysis
This paper takes into account the LPG markets and aims to examine the short run and long run dependencies between crude oil and propane prices during the period 2006-2018. Our empirical study is based on the wavelet transform approach, which allows us to evaluate the co-movement in both time-frequency spaces.
12p
kethamoi7
15-08-2020
22
2
Download
CHỦ ĐỀ BẠN MUỐN TÌM
![](images/graphics/blank.gif)