Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Juncal Cunado, Ioannis Chatziantoniou, David Gabauer, Fernando Perez de Gracia, Marfatia Hardik
| Year of publication: |
2023
|
|---|---|
| Authors: | Cuñado Eizaguirre, Juncal ; Chatziantoniou, Ioannis ; Gabauer, David ; Perez de Gracia, Fernando ; Hardik, Marfatia |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 30.2023, p. 1-17
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| Subject: | Gold | Silver | Crude oil | Heating oil | Realized volatility | Dynamic quantile connectedness | Joint connectedness | Volatilität | Volatility | Welt | World | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Silber | Schätzung | Estimation | Ölpreis | Oil price | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100327 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426696