“模拟危机期间的时变波动溢出效应：来自主要商品期货和美国股市的证据”的勘误表[能源经济第143卷，2025年3月，108225]

IF 13.6 2区经济学 Q1 ECONOMICS

Energy Economics Pub Date : 2025-05-19 DOI:10.1016/j.eneco.2025.108552

Shietal Ramesh , Rand Kwong Yew Low , Robert Faff

引用次数: 0

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Corrigendum to “Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225]

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Energy Economics ECONOMICS-

CiteScore

18.60

自引率

12.50%

发文量

524

期刊介绍： Energy Economics is a field journal that focuses on energy economics and energy finance. It covers various themes including the exploitation, conversion, and use of energy, markets for energy commodities and derivatives, regulation and taxation, forecasting, environment and climate, international trade, development, and monetary policy. The journal welcomes contributions that utilize diverse methods such as experiments, surveys, econometrics, decomposition, simulation models, equilibrium models, optimization models, and analytical models. It publishes a combination of papers employing different methods to explore a wide range of topics. The journal's replication policy encourages the submission of replication studies, wherein researchers reproduce and extend the key results of original studies while explaining any differences. Energy Economics is indexed and abstracted in several databases including Environmental Abstracts, Fuel and Energy Abstracts, Social Sciences Citation Index, GEOBASE, Social & Behavioral Sciences, Journal of Economic Literature, INSPEC, and more.