Exploring the dynamics of the equity-commodity nexus : a study of base metal futures
Ipsita Saishree, Puja Padhi
| Year of publication: |
2022
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|---|---|
| Authors: | Saishree, Ipsita ; Padhi, Puja |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 8, p. 1573-1596
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| Subject: | base metal futures | commodity market | Diebold–Yilmaz spillover index | dynamic conditional correlation | equity market | spillover | volatility transmission | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Metallmarkt | Metal market | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market | Korrelation | Correlation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22358 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013288006