Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak

This study examines the return and volatility connectedness between the rare earth stock market and clean energy markets, world equity, base metals, gold, and crude oil. Using daily data from September 21, 2010 to August 28, 2020, a time-varying parameter vector autoregression (TVP-VAR) approach to...

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Detalles Bibliográficos
Autores principales: Song, Ying, Bouri, Elie, Ghosh, Sajal, Kanjilal, Kakali
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8492073/
https://www.ncbi.nlm.nih.gov/pubmed/34629683
http://dx.doi.org/10.1016/j.resourpol.2021.102379

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8492073/
https://www.ncbi.nlm.nih.gov/pubmed/34629683
http://dx.doi.org/10.1016/j.resourpol.2021.102379

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