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Title: Volatility and return spillovers across commodity and equity markets
Authors: Pinho, Carlos
Maldonado, Isabel
Keywords: Spillover effect
Volatility connectedness
Variance decomposition, volatility
Issue Date: Jan-2022
Citation: Pinho, C. & Maldonado, I. (2022). Volatility and return spillovers across commodity and equity markets. In F. Hernández Perlines (Ed.), Libro de resumenes de las XXXI Jornadas Hispano-Lusas de Gestión Científica "En la era de la digitalización y la sostenibilidad", Toledo, España, 2-5 febrero 2022 (pp. 151-152). Repositório Institucional UPT.
Abstract: This paper presents an empirical analysis of the relationship between commodity market shocks and stock markets. [...]
ISBN: 978-84-09-37770-1
Appears in Collections:REMIT - Resumos em Livros de Atas / Abstracts in Proceedings

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