Dynamic volatility connectedness between industrial metal markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference86 articles.
1. The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets;Adekoya;Resources Policy,2020
2. Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis;Al-Yahyaee;Resources Policy,2020
3. Dynamic volatility spillovers among bulk mineral commodities: A network method;An;Resources Policy,2020
4. Herding, anti-herding behaviour in metal commodities futures: A novel portfolio-based approach;Babalos;Applied Economics,2015
5. An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries;Balli;International Review of Economics & Finance,2015
Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments;International Review of Economics & Finance;2024-09
2. Insight into clean energy market’s role in the connectedness between joint-consumption metals;Energy;2024-09
3. Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets;Resources Policy;2024-09
4. Volatility Spillovers among the Major Commodities: A Review;Journal of Risk and Financial Management;2024-08-15
5. Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach;Energy Economics;2024-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3