Connectedness between Energy and Nonenergy Commodity Markets: Evidence from Quantile Coherency Networks
Štruktúra závislosti medzi pármi energetických a neenergetických komodít pri rôznych frekvenciách a kvantiloch v ich spoločnej distribúcii návratnosti s použitím nového prístupu kvantilovej koherencie. Závislosť od komodít počas vzostupv a prepadov, asymetrická závislosť od komodít
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | , , |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Connectedness between Energy and Nonenergy Commodity Markets: Evidence from Quantile Coherency Networks
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets
- Are Soft Commodities Markets Affected by the Halloween Effect?
- Geopolitical Deadlock and Phosphate Shortfall Behind the Price Hike? Evidence from Moroccan Commodity Markets
- Elections And Economics: How U.S. Presidential Outcomes Shape Commodity Markets
- Quantile Coherency Networks of International Stock Markets
- Oil as a Strategic Energy Commodity