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A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach

This study extends the existing literature in this area by examining the conditional connectedness between energy and metal markets using a novel time-varying quantile and frequency connectedness method developed by Chatziantoniou, et al. (2022) based on Ando, et al. (2018) and Barunik & Krehlik (20...

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Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Adeolu Olusegun Adewuyi, Olusegun S. Adeboye, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: Pompea College of Business 2024-05-01
Saila:American Business Review
Gaiak:
Sarrera elektronikoa:https://digitalcommons.newhaven.edu/americanbusinessreview/vol27/iss1/4/
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