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Writer : Sheykha، Younes ؛ Sayadi، Mohammad ؛ Rafei، Meysam ؛
Journal:Iranian Economic Reveiw»Autumn 2022 , Volume 26 - Number 4 Ranking Science-Research (Ministry of Science/ISC (20 page(s) - From 885 to 904 )
Keywords:Crude OilVolatility spilloverconditional volatilityChemical IndustryVAR-TBEKK-in-mean model