Normal and extreme interactions among nonferrous metal futures : a new quantile-frequency connectedness approach
Year of publication: |
2022
|
---|---|
Authors: | Wei, Yu ; Bai, Lan ; Li, Xiafei |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-16
|
Subject: | Nonferrous metal futures | Quantile connectedness | Quantile-frequency connectedness | Return connectedness | Welt | World | Metallmarkt | Metal market | Metallindustrie | Metal industry |
-
Dynamic spillovers between Shanghai and London nonferrous metal futures markets
Kang, Sang Hoon, (2016)
-
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
Farid, Saqib, (2022)
-
Nouveaux axes de croissance des industries des minerais et métaux
Bomsel, Olivier, (1994)
- More ...
-
Li, Xiafei, (2021)
-
Bai, Lan, (2020)
-
Bai, Lan, (2021)
- More ...