Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
This paper examines the dynamic linkages of volatility of energy commodities with bullion and the metal market. The proxies of energy commodities are crude oil and natural gas; bullion markets are Gold, silver and platinum and metal markets are copper and zinc. We collect daily data extending from M...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Pompea College of Business
2023-05-01
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| Series: | American Business Review |
| Subjects: | |
| Online Access: | https://digitalcommons.newhaven.edu/americanbusinessreview/vol26/iss1/8/ |