Multiple time-scales analyses of nickel futures and spot markets volatility spillovers effects
Author:
Funder
教育部人文社会科学研究规划基金项目“‘一带一路’背景下中国对外矿业投资安全风险测度及效益评价”资助
Publisher
Springer Science and Business Media LLC
Subject
Social Sciences (miscellaneous),Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s13563-023-00389-9.pdf
Reference34 articles.
1. Belhassine O, Karamti C (2021) Volatility spillovers and hedging effectiveness between oil and stock markets: evidence from a wavelet-based and structural breaks analysis. Energy Econ 102:105513
2. Cao Y (2022) Extreme risk spillovers across financial markets under different crises. Econ Model 116:106026
3. Ceballos L, Romero D (2022) International portfolio bond spillovers. Economics Letters 220:110847. https://doi.org/10.1016/j.econlet.2022.110847
4. Chen X, Tongurai J (2022) Spillovers and interdependency across base metals: evidence from China’s futures and spot markets. Res Policy 75:102479
5. Chen Y, Lin B (2022) Quantifying the extreme spillovers on worldwide ESG leaders’ equity. Int Rev Financ Anal 102425
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