Browsing by Keywords "Commodity futures"

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Energy, precious metals, and GCC stock markets: Is there any risk spillover?

Al-Yahyaee, K.; Mensi, W.; Şensoy, Ahmet; Kang, S. (Elsevier, 2019)

We analyze dynamic return and risk spillovers between commodity futures (energy & precious metals) and the Gulf Cooperation Council (GCC) stock markets. Utilizing dynamic equicorrelation (DECO) models and the spillover ...