Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Published 2021 View Full Article
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Title
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Authors
Keywords
Oil market, Commodity market, Market risk, Dynamic connectedness, Joint connectedness, TVP-VAR
Journal
RESOURCES POLICY
Volume 73, Issue -, Pages 102219
Publisher
Elsevier BV
Online
2021-07-07
DOI
10.1016/j.resourpol.2021.102219
References
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