The realized volatility of commodity futures : interconnectedness and determinants#
Elie Bouri, Brian Lucey, Tareq Saeed, Xuan Vinh Vo
| Year of publication: |
2021
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|---|---|
| Authors: | Bouri, Elie ; Lucey, Brian M. ; Saeed, Tareq ; Xuan Vinh Vo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 73.2021, p. 139-151
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| Subject: | Commodity futures | Connectedness measures | Determinants of connectedness | Realized volatility | Spillover index | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Welt | World | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692211