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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Autors principals:	Xiaoyu Tan, Xuetong Wang, Shiqun Ma, Zhimeng Wang, Yang Zhao, Lijin Xiang
Format:	Artigo
Idioma:	Inglês
Publicat:	Frontiers Media S.A. 2022-07-01
Col·lecció:	Frontiers in Public Health
Matèries:	energy market precious metal market DCC-GARCH-CONNECTEDNESS volatility spillover COVID-19
Accés en línia:	https://www.frontiersin.org/articles/10.3389/fpubh.2022.906969/full
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