Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology
Year of publication: |
2023
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Authors: | Asadi, Mehrad ; Tiwari, Aviral Kumar ; Gholami, Samad ; Ghasemi, Hamid Reza ; Roubaud, David |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-24
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Subject: | China | Coal | Diebold-Yilmaz connectedness methodology | Dynamic spillover | Iron ore | Quantile spillover | Steel | The US | Stahlindustrie | Steel industry | Eisenerz | Kohle | Spillover-Effekt | Spillover effect | Stahlmarkt | Steel market |
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