COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach
The outbreak of the COVID-19 epidemic intensified the volatility of commodity markets (the energy and precious metals markets), which created a significant negative impact on the volatility spillovers among these markets. It may also have triggered a new volatility risk contagion. In this paper, we...
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| Asıl Yazarlar: | , , , , , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Frontiers Media S.A.
2022-07-01
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| Seri Bilgileri: | Frontiers in Public Health |
| Konular: | |
| Online Erişim: | https://www.frontiersin.org/articles/10.3389/fpubh.2022.906969/full |
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