Spillovers from oil to precious metals: Quantile approaches
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DOI: 10.1016/j.resourpol.2018.05.002
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More about this item
Keywords
C13; C14; O13; Oil; Precious metals; VAR for VaR; Cross-quantilogram;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
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