Return and volatility co-movement in commodity futures markets: the effects of liquidity risk (Q5026527)
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scientific article; zbMATH DE number 7470684
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| English | Return and volatility co-movement in commodity futures markets: the effects of liquidity risk |
scientific article; zbMATH DE number 7470684 |
Statements
Return and volatility co-movement in commodity futures markets: the effects of liquidity risk (English)
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8 February 2022
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commodity futures markets
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price co-movement
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liquidity effects
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volatility co-movement
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0.7443018555641174
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0.7145774960517883
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0.7112407684326172
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0.7099172472953796
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