The dynamic connectedness between macroeconomic uncertainty and commodity volatility : evidence from China
Xiaopeng Zou and Jiawei Hu
| Year of publication: |
2025
|
|---|---|
| Authors: | Zou, Xiaopeng ; Hu, Jiawei |
| Subject: | Macroeconomic uncertainty | Chinese market | dynamic connectedness | commodity volatility | COVID-19 | Volatilität | Volatility | China | Risiko | Risk | Coronavirus | ARCH-Modell | ARCH model | Konjunktur | Business cycle | VAR-Modell | VAR model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2303406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015191795