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Volatility transmissions and connectivity among metal and energy commodities : a network-econometric analysis
Tessmann, Mathias Schneid; Gutiérrez, Carlos Enrique … - In: Journal of economics and finance : JEF 48 (2024) 1, pp. 51-77
Persistent link: https://www.econbiz.de/10015097285
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Volatility transmissions between commodity futures contracts in short, medium and long term
Tessmann, Mathias Schneid; Ely, Regis Augusto; Canever, … - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10012510336
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Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Tessmann, Mathias; Gutiérrez, Carlos Enrique Carrasco; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 609-618
Persistent link: https://www.econbiz.de/10014533484