Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches

被引：0

作者：

Mishra, Aswini Kumar ^{[1
]}

Ghate, Kshitish ^{[2
]}

机构：

[1] Department of Economics and Finance, BITS Pilani KK Birla Goa Campus, India

[2] BITS Pilani KK Birla Goa Campus, India

来源：

Resources Policy | 2022年 / 76卷

关键词：

546.2 Tin and Alloys - 546.3 Zinc and Alloys - 548.1 Nickel - 911.5 Value Engineering - 914.1 Accidents and Accident Prevention - 922 Statistical Methods - 922.2 Mathematical Statistics;

D O I：

102572

中图分类号：

学科分类号：

摘要：

Risk assessment

引用

共 21 条

[1] Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches
Mishra, Aswini Kumar
Ghate, Kshitish
RESOURCES POLICY, 2022, 76
[2] Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach
Mishra, Aswini Kumar
Arunachalam, Vairam
Olson, Dennis
Patnaik, Debasis
RESOURCES POLICY, 2023, 82
[3] Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
Binlin Li
Nils Haneklaus
Mohammad Mafizur Rahman
Financial Innovation, 10
[4] Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
Li, Binlin
Haneklaus, Nils
Rahman, Mohammad Mafizur
FINANCIAL INNOVATION, 2024, 10 (01)
[5] Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Balcilar, Mehmet
Gabauer, David
Umar, Zaghum
RESOURCES POLICY, 2021, 73
[6] Dynamic Connectedness Between Uncertainty and Energy Cryptocurrencies: Evidence from TVP-VAR Connectedness Approach
Klayme, Tania
Gokmenoglu, Korhan K.
SUSTAINABLE DEVELOPMENT IN BANKING AND FINANCE, ICBFP 2023, 2024, : 223 - 233
[7] How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
Adekoya, Oluwasegun B.
Oliyide, Johnson A.
RESOURCES POLICY, 2021, 70
[8] Dynamic risk connectedness of crude oil price and sustainable investment in the United States: evidence from DCC-GARCH
Olasehinde-Williams, Godwin
Ozkan, Oktay
Akadiri, Seyi Saint
ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, 2023, 30 (41) : 94976 - 94987
[9] Dynamic risk connectedness of crude oil price and sustainable investment in the United States: evidence from DCC-GARCH
Godwin Olasehinde-Williams
Oktay Özkan
Seyi Saint Akadiri
Environmental Science and Pollution Research, 2023, 30 : 94976 - 94987
[10] Dynamic connectedness between Bitcoin and equity market information across BRICS countries Evidence from TVP-VAR connectedness approach
Dahir, Ahmed Mohamed
Mahat, Fauziah
Noordin, Bany-Ariffin Amin
Ab Razak, Nazrul Hisyam
INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, 2020, 16 (03) : 357 - 371

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