Volatility and return spillovers across commodity and equity markets
| dc.contributor.author | Pinho, Carlos | |
| dc.contributor.author | Maldonado, Isabel | |
| dc.date.accessioned | 2022-05-05T14:13:09Z | |
| dc.date.available | 2022-05-05T14:13:09Z | |
| dc.date.issued | 2022-01 | |
| dc.description.abstract | This paper presents an empirical analysis of the relationship between commodity market shocks and stock markets. [...] | pt_PT |
| dc.identifier.citation | Pinho, C. & Maldonado, I. (2022). Volatility and return spillovers across commodity and equity markets. In F. Hernández Perlines (Ed.), Libro de resumenes de las XXXI Jornadas Hispano-Lusas de Gestión Científica "En la era de la digitalización y la sostenibilidad", Toledo, España, 2-5 febrero 2022 (pp. 151-152). Repositório Institucional UPT. http://hdl.handle.net/11328/4068 | pt_PT |
| dc.identifier.isbn | 978-84-09-37770-1 | |
| dc.identifier.uri | http://hdl.handle.net/11328/4068 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.rights | open access | pt_PT |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | pt_PT |
| dc.subject | Spillover effect | pt_PT |
| dc.subject | Volatility connectedness | pt_PT |
| dc.subject | Variance decomposition, volatility | pt_PT |
| dc.title | Volatility and return spillovers across commodity and equity markets | pt_PT |
| dc.type | conferenceObject | pt_PT |
| degois.publication.firstPage | 151 | pt_PT |
| degois.publication.lastPage | 152 | pt_PT |
| degois.publication.location | Toledo | pt_PT |
| degois.publication.title | Libro de resumenes de las XXXI Jornadas Hispano-Lusas de Gestión Científica "En la era de la digitalización y la sostenibilidad" | pt_PT |
| dspace.entity.type | Publication | en |
| person.affiliation.name | REMIT – Research on Economics, Management and Information Technologies | |
| person.familyName | Maldonado | |
| person.givenName | Isabel | |
| person.identifier.ciencia-id | 1D1D-3612-D593 | |
| person.identifier.orcid | 0000-0002-1292-6201 | |
| relation.isAuthorOfPublication | 1d5bf75b-f0ec-4431-aa1e-cfb8be344155 | |
| relation.isAuthorOfPublication.latestForDiscovery | 1d5bf75b-f0ec-4431-aa1e-cfb8be344155 |
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