Results 161 to 169 of about 132,901 (169)

Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index

Agrekon, 2020
Mehmet Balcilar, Fesstus Víctor
exaly  

A Structural Spillover Network Integrating Diebold-Yilmaz and SVAR: Evidence from China's Interbank Market

Mucai Lin, Zhiwu Hong, Yong Chen, Hang Yuan   +3 more
openaire   +1 more source

EXPLORING ALL VAR ORDERINGS FOR CALCULATING SPILLOVERS? YES, WE CAN!—A NOTE ON DIEBOLD AND YILMAZ (2009)

Journal of Applied Econometrics, 2014
Stefan Klosner
exaly  

Comment on “Better to Give than to Receive” by Francis X. Diebold and Kamil Yilmaz

International Journal of Forecasting, 2012
R M Gaspar
exaly  

The Spillover Effect from Oil and Gas Prices: Evidence of Energy Shocks from Diebold and Yilmaz Index

2020
Andrew Alola, Fesstus Víctor, Daniel Balsalobre Lorente   +2 more
exaly  

Climate policy shocks and market dynamics: Analysis of green and brown equities in China's energy sector using Diebold-Yilmaz connectedness framework

International Review of Economics and Finance
Abbas Khan, Abdulrahman Alomair, Shuangjie Li   +2 more
exaly  

Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices

Journal of Emerging Market Finance, 2019
Parthajit Kayal, Piyush Pandey
exaly  

Erratum to Diebold and Yilmatz (2009)

Economic Journal, 2010
exaly  

Measuring spillovers and connectedness in gretl

Computational Statistics
Chiara Casoli
exaly