Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices (Q6172330)
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scientific article; zbMATH DE number 7714305
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| English | Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices |
scientific article; zbMATH DE number 7714305 |
Statements
Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices (English)
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19 July 2023
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uncertainty
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oil
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commodities
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connectedness
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0.7367644906044006
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0.6874908804893494
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0.6749705076217651
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0.668387770652771
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0.6661087870597839
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