Scrutinizing commodity markets by quantile spillovers : a case study of the Australian economy
Mehrad Asadi, Soheil Roudari, Aviral Kumar Tiwari, David Roubaud
| Year of publication: |
2023
|
|---|---|
| Authors: | Asadi, Mehrad ; Roudari, Soheil ; Tiwari, Aviral Kumar ; Roubaud, David |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 118.2023, p. 1-39
|
| Subject: | Australia | Commodity markets | Diebold and Yilmaz connectedness | Quantile spillovers | Australien | Spillover-Effekt | Spillover effect | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106482 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247688