Showing 1 - 10 of 34
Persistent link: https://www.econbiz.de/10012135526
Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...
Persistent link: https://www.econbiz.de/10011881040
Persistent link: https://www.econbiz.de/10011325859
Persistent link: https://www.econbiz.de/10010414115
Persistent link: https://www.econbiz.de/10010414134
Persistent link: https://www.econbiz.de/10010414144
Persistent link: https://www.econbiz.de/10010414148
Persistent link: https://www.econbiz.de/10003304696
Persistent link: https://www.econbiz.de/10003304698
Persistent link: https://www.econbiz.de/10012208332