Konu "multivariate DCC-GARCH models" için Web of Science ve Scopus Atıf Dizinlerindeki Yayınlar listeleme
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Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models
(MDPI, ST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2022)Crude oil and natural gas are crucial to the Russian economy. Therefore, this study examined the interconnections between crude oil price, natural gas price, and Russian economic policy uncertainty (EPU) over the period ...