Dynamic spillovers between natural gas and BRICS stock markets during health and political crises
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DOI: 10.1007/s40822-023-00254-8
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More about this item
Keywords
COVID-19 pandemic; TVP-VAR; Russian–Ukrainian conflict; BRICS; Natural gas; Connectedness;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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