Multiple time-scales analyses of nickel futures and spot markets volatility spillovers effects
Shuifeng Hong, Mengya Li, Yimin Luo
| Year of publication: |
2024
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|---|---|
| Authors: | Hong, Shuifeng ; Li, Mengya ; Luo, Yimin |
| Published in: |
Mineral economics : raw materials report. - Berlin : Springer, ISSN 2191-2211, ZDB-ID 2628059-0. - Vol. 37.2024, 1, p. 25-34
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| Subject: | BEKK-GARCH | Multiscale | Nickel futures spot | Price volatility | Spillover effects | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Spotmarkt | Spot market | Derivat | Derivative | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13563-023-00389-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014536701