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    Price Volatility Spillovers in Energy Supply Chains: Empirical Evidence from China

    Price Volatility Spillovers in Energy Supply Chains: Empirical Evidence from China by Lei Wang, Yu Sun, Jining Wang

    Published 2025-06-01

    Based on the theoretical framework of Multivariate Stochastic Volatility (MSV), this paper combines the Dynamic Generalized Correlation (DGC) model with the t-distribution, establishes the DGC-t-MSV model, and employs the Markov Chain Monte Carlo (MCMC) algorithm based on the Bayesian principle for...

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