Spillover Effects Between Indochina Metal Futures Markets
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References listed on IDEAS
- Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2020.
"Metal prices made in China? A network analysis of industrial metal futures,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1354-1374, September.
- Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2019. "Metal Prices Made in China? A Network Analysis of Industrial Metal Futures," CQE Working Papers 8419, Center for Quantitative Economics (CQE), University of Muenster.
- Magkonis, Georgios & Tsouknidis, Dimitris A., 2017. "Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 104-118.
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More about this item
Keywords
spillover; Granger causality; DCC - GARCH; metal futures market; correlation;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- F0 - International Economics - - General
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