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Modeling Dynamic Correlation and Volatility of the Visegrad Group Fuel Markets

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  • Monika Krawiec
  • Bolesław Borkowski
  • Yochanan Shachmurove

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  • Monika Krawiec & Bolesław Borkowski & Yochanan Shachmurove, 2023. "Modeling Dynamic Correlation and Volatility of the Visegrad Group Fuel Markets," Contemporary Economics, Vizja University, vol. 17(4), December.
    • Handle: RePEc:wyz:journl:id:729
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    1. Singhal, Shelly & Ghosh, Sajal, 2016. "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, vol. 50(C), pages 276-288.
    2. Xie, Tingting & Yuan, Ye, 2023. "Go with the wind: Spatial impacts of environmental regulations on economic activities in China," Journal of Development Economics, Elsevier, vol. 164(C).
    3. Engle, Robert, 2002. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.
    4. Robert Engle & Clive Granger, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    5. Burdiuzha, Anastasiia, . "Innovative Development Of The Agricultural Sector In The Visegrad Group Countries," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), John Paul II University of Applied Sciences in Biala Podlaska, vol. 14(01).
    6. Siliverstovs, Boriss & L'Hegaret, Guillaume & Neumann, Anne & von Hirschhausen, Christian, 2005. "International market integration for natural gas? A cointegration analysis of prices in Europe, North America and Japan," Energy Economics, Elsevier, vol. 27(4), pages 603-615, July.
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