Forecasting stock market volatility using commodity futures volatility information
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
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1. Co‐Jump Dependency and Transmission Across US Commodity Futures: A Network Analysis;Journal of Futures Markets;2024-08-19
2. Extreme connectedness and network across financial assets and commodity futures markets;The North American Journal of Economics and Finance;2024-03
3. International commodity market and stock volatility predictability: Evidence from G7 countries;International Review of Economics & Finance;2024-01
4. Volatility Forecasting of Crude Oil, Gold, and Silver Futures: A Case of Pakistan Mercantile Exchange;WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS;2023-10-13
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