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Conference paper

Volatility and return spillovers across commodity and equity markets

Pinho, Carlos , Maldonado, Isabel
ISLA — Instituto Politécnico de Gestão e Tecnologia
2022
Handle: http://hdl.handle.net/11328/4068

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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 Conference paper
Publication Year 2022
ISBN 978-84-09-37770-1

ISLA Authors & Affiliations

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