Spillover effects between energies, gold, and stock: the United States versus China

Volume: 31, Issue: 8, Pages: 1416 - 1447
Published: Mar 2, 2020
Abstract
This study investigates the time–frequency dynamics of return and volatility spillovers between the stock market and three commodity markets: natural gas, crude oil, and gold via a comparative analysis between the United States and China is conducted with the help of new empirical methods. Our findings are as follows. First, in terms of time, return spillovers between crude oil and the stock market are strongest in two of the three commodity...
Paper Details
Title
Spillover effects between energies, gold, and stock: the United States versus China
Published Date
Mar 2, 2020
Volume
31
Issue
8
Pages
1416 - 1447
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.