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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...

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Detalles Bibliográficos
Autores principales: Jiang, Wei, Chen, Yunfei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
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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