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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - Springer
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - go.gale.com
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - ideas.repec.org
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

[PDF][PDF] Realized volatility spillovers between energy and metal markets: A time-varying connectedness approach

J Cunado, D Gabauer, R Gupta - 2021 - up.ac.za
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post COVID-19 era, using the TVP-VAR based …

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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - search.ebscohost.com
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - search.proquest.com
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - jfin-swufe.springeropen.com
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

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

J Cunado, D Gabauer, R Gupta - Financial Innovation, 2024 - econpapers.repec.org
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach

J Cunado, D Gabauer, R Gupta - 2021 - econpapers.repec.org
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post COVID-19 era, using the TVP-VAR based …

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

J Cunado, D Gabauer, R Gupta - 2024 - jfin-swufe.springeropen.com
This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …