Volatility contagion and connectedness between WTI and commodity markets
Raphaël Homayoun Boroumand, Thomas Porcher
| Year of publication: |
2023
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|---|---|
| Authors: | Boroumand, Raphaël Homayoun ; Porcher, Thomas |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-11
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| Subject: | Contagion | Volatility | Commodity | Oil | Price | Wavelet | WTI | Volatilität | Ölpreis | Oil price | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Welt | World | Ansteckungseffekt | Contagion effect | Preiskonvergenz | Price convergence | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103959 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014582223