Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility

Title
Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility
Authors
Keywords
Risk spillovers, Crude oil, Gold, Foreign exchange markets, Implied volatility, Time frequency
Journal
ENERGY ECONOMICS
Volume 102, Issue -, Pages 105514
Publisher
Elsevier BV
Online
2021-08-12
DOI
10.1016/j.eneco.2021.105514

Ask authors/readers for more resources

Reprint

Contact the author

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search