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High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods
In this article, we scrutinize volatility spillover between oil and individual non-energy commodities during crisis and non-crisis periods. We use high-frequency data to capture the effects of both the global financial crisis (2008) and the COVID-19 pandemic between 2008 and 2022. To this end, we ut...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10049898/ https://www.ncbi.nlm.nih.gov/pubmed/37007434 http://dx.doi.org/10.1007/s43546-023-00463-y |