Time and frequency volatility spillovers among commodities : evidence from pre and during the Russia-Ukraine war
Year of publication: |
2024
|
---|---|
Authors: | Chen, Yunfei ; Jiang, Wei |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-9838, ZDB-ID 2098746-8. - Vol. 23.2024, 2, p. 249-273
|
Subject: | Commodity | Russia-Ukraine | Spillovers | Volatility | War | Spillover-Effekt | Spillover effect | Volatilität | Krieg | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price |
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