Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures-Reference-Cited by-同舟云学术

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Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

Published:2023-06 Issue: Volume:30 Page:100327
ISSN:2405-8513
Container-title:Journal of Commodity Markets
language:en
Short-container-title:Journal of Commodity Markets

Author:

Cunado Juncal,Chatziantoniou Ioannis^ORCID,Gabauer David,de Gracia Fernando Perez,Hardik Marfatia

Funder

Bundesministerium für Digitalisierung und Wirtschaftsstandort

Bundesministerium für Klimaschutz, Umwelt, Energie, Mobilität, Innovation und Technologie

Universidad de Navarra - Campus Universitario

Österreichische Forschungsförderungsgesellschaft

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference87 articles.

1. Financial contagion;Allen;J. Polit. Econ.,2000

2. The role of precious metals in portfolio diversification during the covid19 pandemic: A wavelet-based quantile approach;Alqaralleh;Resour. Policy,2022

3. Quantile connectedness: Modeling tail behavior in the topology of financial networks;Ando;Manage. Sci.,2022

4. Distribution of the kurtosis statistic B2 for normal samples;Anscombe;Biometrika,1983

5. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios;Antonakakis;J. Int. Financial Mark. Inst. Money,2019

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