TY  - JOUR
AU  - Jozef Baruník and Evžen Kocenda
PY  - 2019///
TI  - Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
JO  - The Energy Journal
VL  - Volume 40
DO  - 10.5547/01956574.40.SI2.jbar
IS  - SI
SP  - 157
EP  - 174
KW  - Crude oil
KW  - Forex market
KW  - Volatility
KW  - Connectedness
KW  - Spillovers
KW  - Semivariance
KW  - Asymmetric effects
KW  - Frequency connectedness
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3233