Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models

Subject Areas : Financial Mathematics

Seyed Abdolhamid Bahreini ¹ (Department of Accounting, Qeshm International Branch, Islamic Azad University, Hormozgan, Iran)
Hossein Badiei ² (Department of Accounting, Faculty of Economics and Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran)
Faegh Ahmadi ³ (Department of Accounting and Financial Management, Islamic Azad University, Qeshm International Branch, ,Hormozgan, Iran)
Jahanbakhsh Asadnia ⁴ (Invited lecturer Department of Accounting and Financial Management, Islamic Azad University, Qeshm International Branch, ,Hormozgan, Iran)

Received: 2021-06-07 Accepted : 2022-04-12 Published : 2023-05-01

Keywords:

References:

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