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ArticleDynamic volatility connectedness between industrial metal markets

Xu Gong2022

Article2022

Dynamic volatility connectedness between industrial metal markets

Xu Gong · Jun Xu · Tangyong Liu · Zicheng Zhou

20 citations·0/0 files stored·The North American Journal of Economics and Finance

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Financial Risk and Volatility Modeling Economics of Agriculture and Food Markets Market Dynamics and Volatility

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References

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2005Time Varying Structural Vector Autoregressions and Monetary Policy 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2010Is gold a safe haven? International evidence

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Year2022

Typearticle

Published2022-08-27

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations20

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.najef.2022.101814

openalex_workW4293569820

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