OSUVA - Selaus tekijän "Noor, Hasib" mukaan
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Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
Dutta, Anupam; Noor, Hasib (Cogent OA, an imprint of Taylor & Francis, 05.05.2017)
articleAlthough a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present ...