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| dc.contributor.author | Ben Sita, Bernard | |
| dc.contributor.author | Abosedra, Salah | |
| dc.date.accessioned | 2016-12-15T08:04:58Z | |
| dc.date.available | 2016-12-15T08:04:58Z | |
| dc.date.copyright | 2012 | en_US |
| dc.date.issued | 2016-12-15 | |
| dc.identifier.issn | 0892-7626 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10725/4947 | en_US |
| dc.description.abstract | This paper provides evidence on the lead, the contemporaneous and the lagged transmission mechanism of extreme shocks across energy products. Our findings reveal a weak leadership of crude oil in guiding hedgers against risk that is specific to natural gas whose changes show a weak reliance on changes in crude oil. Moreover, our findings are consistent with the competitive use of energy products. It follows that substitutability characterizes the relationship between heating oil and natural gas when extreme standardized shocks are considered. | en_US |
| dc.language.iso | en | en_US |
| dc.title | Volatility spillovers | en_US |
| dc.type | Article | en_US |
| dc.description.version | Published | en_US |
| dc.title.subtitle | evidence on U.S. oil product markets | en_US |
| dc.author.school | SOB | en_US |
| dc.author.idnumber | 200603722 | en_US |
| dc.author.department | Department of Finance and Accounting (FINA) | en_US |
| dc.description.embargo | N/A | en_US |
| dc.relation.journal | Journal of Applied Business Research (JABR) | en_US |
| dc.journal.volume | 28 | en_US |
| dc.journal.issue | 6 | en_US |
| dc.article.pages | 1237-1242 | en_US |
| dc.keywords | GARCH | en_US |
| dc.keywords | Oil products | en_US |
| dc.keywords | Natural Gas | en_US |
| dc.keywords | Volatility spillovers | en_US |
| dc.identifier.doi | http://dx.doi.org/10.19030/jabr.v28i6.7339 | en_US |
| dc.identifier.ctation | Sita, B. B., & Abosedra, S. (2012). Volatility Spillovers: Evidence On US Oil Product Markets. Journal of Applied Business Research (JABR), 28(6), 1237-1242. | en_US |
| dc.identifier.tou | http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php | en_US |
| dc.identifier.url | http://www.cluteinstitute.com/ojs/index.php/JABR/article/view/7339 | en_US |
| dc.author.affiliation | Lebanese American University | en_US |
