Volatility transmissions and connectivity among metal and energy commodities : a network-econometric analysis
Mathias Schneid Tessmann, Carlos Enrique Carrasco-Gutierrez, Marcelo de Oliveira Passos, Luiz Augusto Magalhães, Régis Augusto Ely
| Year of publication: |
2024
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|---|---|
| Authors: | Tessmann, Mathias Schneid ; Gutiérrez, Carlos Enrique Carrasco ; Passos, Marcelo de Oliveira ; Magalhães, Luiz Augusto ; Ely, Regis Augusto |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 48.2024, 1, p. 51-77
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| Subject: | Commodities | Complex networks | Metals | Spillovers | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Metallmarkt | Metal market | Metallindustrie | Metal industry | Rohstoffderivat | Commodity derivative | Welt | World | Warenbörse | Commodity exchange | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-023-09644-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015097285