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Journal article

Commodity and equity markets: Volatility and return spillovers

Pinho, Carlos , Maldonado, Isabel
ISLA — Instituto Politécnico de Gestão e Tecnologia
2023
DOI: 10.3390/commodities1010003 Handle: http://hdl.handle.net/11328/4610

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Abstract
Abstract not provided by the author or the indexing source.

Keywords

#Spillover effect #Volatility connectedness #Variance decomposition #Volatility

Bibliographic Details

Publication Type Journal article
Publication Year 2023
ISSN 2813-2432

ISLA Authors & Affiliations

I
Isabel Alexandra Neves Maldonado
imaldonado@iscap.ipp.pt ID: 1D1D-3612-D593
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