Effects of volatility among commodities in the long term : analysis of a complex network
Marcelo de Oliveira Passos, Mathias Schneid Tessmann, Régis Augusto Ely, Daniel Uhr and Márcio Taceli Taveira
| Year of publication: |
2020
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|---|---|
| Authors: | Passos, Marcelo de Oliveira ; Tessmann, Mathias Schneid ; Ely, Regis Augusto ; Uhr, Daniel ; Taveira, Márcio Taceli |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 15.2020, 3, p. 1-14
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| Subject: | Commodities | volatility spillovers | complex network | Force Atlas 2 | Diebold–Yilmaz index | Volatilität | Volatility | Netzwerk | Network | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495220500141 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012643005