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...

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Bibliografiska uppgifter
Huvudupphovsmän: Thobekile Qabhobho, Anokye M. Adam, Emmanuel Asafo-Adjei
Materialtyp: Artikel
Språk:English
Publicerad: EconJournals 2023-11-01
Serie:International Journal of Energy Economics and Policy
Ämnen:
Länkar:https://econjournals.com/index.php/ijeep/article/view/14810