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      Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies

      , ,
      Energy Economics
      Elsevier BV

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          Better to give than to receive: Predictive directional measurement of volatility spillovers

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            Generalized impulse response analysis in linear multivariate models

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              On the network topology of variance decompositions: Measuring the connectedness of financial firms

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                Author and article information

                Journal
                Energy Economics
                Energy Economics
                Elsevier BV
                01409883
                August 2020
                August 2020
                : 90
                : 104847
                Article
                10.1016/j.eneco.2020.104847
                272f54aa-2b91-4bf0-b7fe-c11df53f573d
                © 2020

                https://www.elsevier.com/tdm/userlicense/1.0/

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