Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis

Title
Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
Authors
Keywords
volatility spillovers, crude oil, natural gas, stock markets, financial crisis, Covid-19
Journal
Finance Research Letters
Volume -, Issue -, Pages 102363
Publisher
Elsevier BV
Online
2021-07-31
DOI
10.1016/j.frl.2021.102363

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