Keywords: Dynamic volatility spillovers
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Journal Articles
Studies in Economics and Finance (2020) 37 (4): 673–696.
Published: 26 June 2020
...: the research on the dynamics of specific commodity time series; the research on the impact of the macroeconomic performance on commodity prices; and the research on co-movements between commodities. Multivariate GARCH Dynamic volatility spillovers Energy futures G1 C22 C32 Q4...

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