Speculation or actual demand? The return spillover effect between stock and commodity markets
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DOI: 10.1016/j.jcomm.2022.100308
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- Youtao Xiang & Sumuya Borjigin, 2024. "High–low volatility spillover network between economic policy uncertainty and commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1295-1319, August.
- Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024. "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, vol. 33(C).
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More about this item
Keywords
Stock market; Commodity market; Spillover effect; Actual demand; Speculation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- F15 - International Economics - - Trade - - - Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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