Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis

Citations

Cited by:

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14. Kakade, Kshitij Abhay & Mishra, Aswini Kumar, 2021. "The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 30-50.
15. Gong, Xu & Guan, Keqin & Chen, Liqing & Liu, Tangyong & Fu, Chengbo, 2021. "What drives oil prices? — A Markov switching VAR approach," Resources Policy, Elsevier, vol. 74(C).
16. Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos, 2024. "Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 609-618, May.
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26. Zheng, Shuxian & Tan, Zhanglu & Xing, Wanli & Zhou, Xuanru & Zhao, Pei & Yin, Xiuqi & Hu, Han, 2022. "A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices," Resources Policy, Elsevier, vol. 78(C).