Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies
The study examined the interdependence structure among energy (brent, natural gas and petroleum) commodities returns, crude oil implied volatility, and exchange rate returns and volatilities in the context of BRICS across time and/or frequencies. The wavelet approaches (bi-wavelet, partial wavelet...
| Hlavní autoři: | , , |
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| Médium: | Článek |
| Jazyk: | English |
| Vydáno: |
EconJournals
2023-11-01
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| Edice: | International Journal of Energy Economics and Policy |
| Témata: | |
| On-line přístup: | https://econjournals.com/index.php/ijeep/article/view/14810 |