Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China

We aim to investigate the static and dynamic time-frequency connectedness between energy and nonenergy commodity markets in China during COVID-19 based on Baruník and Křehlík (2018) method. First, in this paper, we find that the short-term connectedness dominates the long-term one, and the total con...

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Detalles Bibliográficos
Autores principales: Chen, Hao, Xu, Chao, Peng, Yun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9226294/
https://www.ncbi.nlm.nih.gov/pubmed/35765415
http://dx.doi.org/10.1016/j.resourpol.2022.102874

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9226294/
https://www.ncbi.nlm.nih.gov/pubmed/35765415
http://dx.doi.org/10.1016/j.resourpol.2022.102874

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