Time-frequency volatility connectedness between fossil energy and agricultural commodities : comparing the COVID-19 pandemic with the Russia-Ukraine conflict
You Wu, Wenting Ren, Jieru Wan, Xiaoxue Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Wu, You ; Ren, Wenting ; Wan, Jieru ; Liu, Xiaoxue |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-15
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| Subject: | Connectedness | COVID-19 | Frequency-domain | Russia-Ukraine conflict | TVP-VAR | Coronavirus | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Welt | World | Russland | Russia | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103866 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473221