Patterns of spillover in energy, agricultural, and metal markets : a connectedness analysis for years 1780-2020
Year of publication: |
2021
|
---|---|
Authors: | Umar, Zaghum ; Riaz, Yasir ; Zaremba, Adam |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-7
|
Subject: | Commodities | Connectedness | Early commodity prices | Network analysis | Variance decompositions |
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