Kartsonakis-Mademlis, Dimitrios, and Nikolaos Dritsakis. “Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries”. International Journal of Energy Economics and Policy 10, no. 5 (August 10, 2020): 164–182. Accessed November 21, 2024. https://econjournals.com./index.php/ijeep/article/view/9469.