Dynamic connectedness and portfolio strategies: Energy and metal markets
Abstract
In this paper, we investigate the volatility spillover effect among the global commodity futures (including both energy and metal futures; global stock markets (covering both Developed and Emerging Markets); the US bond market and the US Dollar index by e
URI
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85087919438&doi=10.1016%2fj.resourpol.2020.101778&partnerID=40&md5=3d9269eb47008d5c0e71b4a73fde9532https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9598
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