Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis

The Russia-Ukraine significantly influences the oil market. We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with an extended joint connectedness approach to identify the sources of the oil market’s volatility by studying interlinkages between the crude oil and gold...

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Detalles Bibliográficos
Autor principal: Ha, Le Thanh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9628584/
https://www.ncbi.nlm.nih.gov/pubmed/36316555
http://dx.doi.org/10.1007/s11356-022-23456-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9628584/
https://www.ncbi.nlm.nih.gov/pubmed/36316555
http://dx.doi.org/10.1007/s11356-022-23456-0

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