Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Year of publication: |
2023
|
---|---|
Authors: | Mensi, Walid ; Aslan, Aylin ; Xuan Vinh Vo ; Kang, Sang Hoon |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 219-232
|
Subject: | Asymmetric spillovers | Financial markets | Oil | Precious metals | Safe haven | Spillover-Effekt | Spillover effect | Hedging | Finanzmarkt | Financial market | Edelmetall | Precious metal | Schätzung | Estimation | Welt | World | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Volatilität | Volatility |
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