Intraday spillover between commodity markets
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102278
Abstract: Abstract The aim of this study is to investigate intraday interactions between commodity markets. Accordingly, we use Diebold and Yilmaz’s 2009, 2012 framework to estimate the returns and volatility spillovers across commodity subsectors (i.e., agriculture,… read more here.
Keywords: commodity markets; spillover commodity; intraday spillover; commodity ... See more keywords