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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Adeolu Olusegun Adewuyi, Olusegun S. Adeboye, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Pompea College of Business 2024-05-01
Цуврал:	American Business Review
Нөхцлүүд:	energy market metal market qvar model network connectedness shocks transmission
Онлайн хандалт:	https://digitalcommons.newhaven.edu/americanbusinessreview/vol27/iss1/4/
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!