Pakrooh, Parisa; Manera, Matteo - 2024
metal, and financial markets, although limited research has focused on the causality, dependency, intensity and direction of … time-varying spillover effects. This study aims to investigate the causality direction, degree of dependency structure, and … volatility transmission from Brent Oil, UK Natural Gas, Rotterdam Coal, Gold, Silver, Copper, and EuroStoxx600 future prices to …