COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach

The outbreak of the COVID-19 epidemic intensified the volatility of commodity markets (the energy and precious metals markets), which created a significant negative impact on the volatility spillovers among these markets. It may also have triggered a new volatility risk contagion. In this paper, we...

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Detalles Bibliográficos
Autores principales: Tan, Xiaoyu, Wang, Xuetong, Ma, Shiqun, Wang, Zhimeng, Zhao, Yang, Xiang, Lijin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2022
Materias:
Public Health
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9363613/
https://www.ncbi.nlm.nih.gov/pubmed/35968447
http://dx.doi.org/10.3389/fpubh.2022.906969

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9363613/
https://www.ncbi.nlm.nih.gov/pubmed/35968447
http://dx.doi.org/10.3389/fpubh.2022.906969

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