keyword VAR-TBEKK-in-mean model ‎/ (1 Article)

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Asymmetric Volatility Spillovers of Oil Price and Exchange Rate on Chemical Stocks: Fresh Results from a VAR-TBEKK-in-Mean Model for Iran

Writer : Sheykha، Younes ؛ Sayadi، Mohammad ؛ Rafei، Meysam ؛

Journal:Iranian Economic Reveiw»Autumn 2022 , Volume 26 - Number 4 Ranking: Science-Research/ISC (‎20 page(s) - From 885 to 904 )
Keywords:Crude Oil Volatility spillover conditional volatility Chemical Industry VAR-TBEKK-in-mean model

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Journal Iranian Economic Reveiw 1

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Chemical Industryconditional volatilityCrude OilVolatility spillover

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