Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index
This paper explores the interconnections between metal and energy commodities by assessing the transmission of volatility within their futures markets. Achieved through the spillover index, the analysis reveals the impact of shocks on asset pairs—highlighting which assets absorb and transmit volati...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2024-05-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://www.econjournals.com.tr/index.php/ijeep/article/view/15152 |
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