Bidirectional spillover effect between Russian stock index and the selected commodities
This paper investigates shock and volatility spillover effect between Russian index RTS and six futures commodities (Brent oil, natural gas, gasoline, gold, platinum and palladium), observing joint time-frequency domain via wavelet decomposed series. Due to the fact that our time-span of almost 1...
| 出版年: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
|---|---|
| 主要な著者: | , , |
| フォーマット: | 論文 |
| 言語: | ドイツ語 |
| 出版事項: |
Faculty of Economics University of Rijeka
2018-06-01
|
| 主題: | |
| オンライン･アクセス: | https://www.efri.uniri.hr/upload/Zbornik_1_2018_2verzija/13-Zivkov-Njegic-Momcilovic-2018-1.pdf |