Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA
We investigate the connectedness among crude oil prices, stock index and metal prices covering the period of 1990M1-2017M3 for US economy applying time domain Spillover Index framework by Diebold and Yilmaz (2012). We contribute to the literature by developing network-based approach generated from t...
| الحاوية / القاعدة: | Resources Policy |
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| المؤلف الرئيسي: | |
| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
Elsevier Ltd
2019
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| الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063253739&doi=10.1016%2fj.resourpol.2019.03.011&partnerID=40&md5=eb35cfca25e75fb501a0c30f756a9646 |