Volatility spillovers in commodity markets: A large t-vector autoregressive approach
Energy Economics, Volume 85, January 2020
Author(s):
European Commission, Joint Research Centre (JRC), Ispra, Italy
EDHEC Business School
Department of Quantitative Economics, Maastricht University, The Netherlands
Energy Economics, Volume 85, January 2020
| Type: | Academic publication |
|---|---|
| Date: | le 02/01/2020 |
| Research Cluster : | |
| Source : | Energy Economics |
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Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
