On the links between stock and commodity markets' volatility
نویسندگان
چکیده
منابع مشابه
Correlation in Volatility Among Related Commodity Markets
Related commodity markets have two characteristics: (i) they may follow similar volatility processes; and (ii) such markets are frequently represented by a market aggregate or index. Indices are used to represent the performance and time series properties of a group of markets. An important issue regarding the time series properties of an index is how it reflects the time series properties of i...
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ژورنال
عنوان ژورنال: Energy Economics
سال: 2013
ISSN: 0140-9883
DOI: 10.1016/j.eneco.2013.01.005