Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19 (English)
- New search for: Palazzi, Rafael Baptista
- New search for: Assaf, Ata
- New search for: Klotzle, Marcelo Cabus
- New search for: Palazzi, Rafael Baptista
- New search for: Assaf, Ata
- New search for: Klotzle, Marcelo Cabus
In:
Journal of Futures Markets
;
44
, 1
;
27-56
;
2024
- Article (Journal) / Electronic Resource
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Title:Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19
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Contributors:
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Published in:Journal of Futures Markets ; 44, 1 ; 27-56
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Publisher:
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Publication date:2024-01-01
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Size:30 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 44, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Journal of Futures Markets: Volume 44, Number 1, January 2024| 2024
- 3
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Market‐wide overconfidence and stock returnsChen, Qiang / Han, Yu / Huang, Ying et al. | 2024
- 27
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Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19Palazzi, Rafael Baptista / Assaf, Ata / Klotzle, Marcelo Cabus et al. | 2024
- 57
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Can technical indicators based on underlying assets help to predict implied volatility indexYafeng, Shi / Shi, Yanlong / Tingting, Ying et al. | 2024
- 75
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Calibration in the “real world” of a partially specified stochastic volatility modelFatone, Lorella / Mariani, Francesca / Zirilli, Francesco et al. | 2024
- 103
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Time‐varying price discovery in regular and microbitcoin futuresChen, Yu‐Lun / Yang, J. Jimmy et al. | 2024
- 122
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Leveraging prices from credit and equity option markets for portfolio risk managementBégin, Jean‐François / Boudreault, Mathieu / Thériault, Mathieu et al. | 2024