How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets : evidence from wavelet analysis
Xiuwen Chen, Yinhong Yao, Lin Wang, Shenwei Huang
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Xiuwen ; Yao, Yinhong ; Wang, Lin ; Huang, Shenwei |
| Subject: | Commodity market | Financial market | Economic policy uncertainty | Volatility index | Geopolitical risk | Volatilität | Volatility | Finanzmarkt | Risiko | Risk | Welt | World | Rohstoffmarkt | Wirtschaftspolitik | Economic policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015133595