Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Mathias Tessmann, Carlos Carrasco-Gutierrez, Omar Khodr, Luiz Augusto Magalhães, Marcelo Passos
| Year of publication: |
2024
|
|---|---|
| Authors: | Tessmann, Mathias ; Gutiérrez, Carlos Enrique Carrasco ; Khodr, Omar ; Magalhães, Luiz Augusto ; Passos, Marcelo de Oliveira |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 3, p. 609-618
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| Subject: | London Metals Exchange | Metal and Energy Commodities | Spillover Index | Volatility Transmission | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Metallmarkt | Metal market | Metallindustrie | Metal industry | Welt | World | Aktienindex | Stock index | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Großbritannien | United Kingdom | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.15152 [DOI] hdl:11159/653676 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533484