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The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak
The study investigates static and dynamic returns spillover effects between metal (gold, silver, copper and aluminum), energy (oil, natural gas and coal) and carbon markets in different frequency domains using the Diebold Yilmaz (2012) and the Baruník and Křehlík (2018) method. The results show that...
Autores principales: | Jiang, Wei, Chen, Yunfei |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9095469/ https://www.ncbi.nlm.nih.gov/pubmed/35582201 http://dx.doi.org/10.1016/j.resourpol.2022.102763 |
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