Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan

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Title:

Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach

Series title:

Department of Economics working paper series / Department of Economics, University of Pretoria

Authors:

Cuñado Eizaguirre, Juncal
Gabauer, David
Gupta, Rangan

Document Type:

Book

Place of Publication and Publisher:

Pretoria, South Africa : Department of Economics, University of Pretoria

Year of Publication:

2021

Original URL:

http://www.up.ac.za/media/shared/61/WP/wp_2021_80.zp212605.pdf

Language:

English (eng)

Citation:

Cuñado Eizaguirre, Juncal/Gabauer, David et. al. (2021). Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach. Pretoria, South Africa : Department of Economics, University of Pretoria.
http://www.up.ac.za/media/shared/61/WP/wp_2021_80.zp212605.pdf.

Appears in Collections:

Department of Economics working paper series

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