Mean and volatility transmission for commodity futures
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More about this item
KeywordsPrice spillover; Volatility spillover; GARCH-M; Commodities; G11; G13; G14;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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