Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices

DOI10.1016/J.ECONLET.2023.111025MaRDI QIDQ6172330zbMATH OpenOpenAlexFDO

Authors Prachi Jain, Debasish Maitra

Publication date 19 July 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2023.111025

zbMATH Keywords

commoditiesconnectednessoiluncertainty

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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