Commodity futures markets under stress and stress-free periods : further insights from a quantile connectedness approach
Amal Abricha, Amine Ben Amar, Makram Bellalah
| Year of publication: |
2024
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|---|---|
| Authors: | Abricha, Amal ; Amar, Amine Ben ; Bellalah, Makram |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 93.2024, p. 229-246
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| Subject: | Commodity futures markets | Global equity market | Quantile connectedness | Stress- and stress-free periods | Uncertainty | Rohstoffderivat | Commodity derivative | Welt | World | Warenbörse | Commodity exchange | Aktienmarkt | Stock market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494646