Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis-Reference-Cited by-同舟云学术

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Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis

Published:2023-07 Issue: Volume:55 Page:103996
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Bouri Elie^ORCID,Nekhili Ramzi^ORCID,Todorova Neda

Publisher

Elsevier BV

Subject

Finance

Reference31 articles.

1. Hedging and diversification across commodity assets;Abid;Appl. Econ.,2020

2. Commodity markets dynamics: what do cross-commodities over different nearest-to-maturities tell us?;Amar;Int. Rev. Financ. Anal.,2022

3. The economics of oil, biofuel and food commodities;Bahel;Resour. Energy Econ.,2013

4. Computation and analysis of multiple structural change models;Bai;J. Appl. Econom.,2003

5. On the stylized facts of precious metals’ volatility: a comparative analysis of pre-and during COVID-19 crisis;Bentes;Physica A,2022

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