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How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study

Francesco Giuseppe Caloia, Andrea Cipollini, Silvia Muzzioli

Energy Economics, 2019. DOI 10.1016/j.eneco.2019.104536

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Better to give than to receive: Predictive directional measurement of volatility spillovers, Diebold & Yilmaz (2012). International Journal of Forecasting. View paper

Cite this record

Caloia, F. G., Cipollini, A., & Muzzioli, S. (2019). How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study. Energy Economics, 84, 104536. https://doi.org/10.1016/j.eneco.2019.104536

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