Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies

Muhammad Shafiullah; Xuan Vinh Vo; Sang Hoon Kang

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies

Muhammad Shafiullah, Xuan Vinh Vo, Sang Hoon Kang

Economics & Finance

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Resources Policy
Publication status	Published - 2021

Cite this

@article{d4c3d5b7ebc14c739e31257aa81fea2e,

title = "Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies",

author = "Walid Mensi and {Muhammad Shafiullah} and {Xuan Vinh Vo} and {Sang Hoon Kang}",

year = "2021",

language = "English",

journal = "Resources Policy",

issn = "0301-4207",

publisher = "Elsevier Limited",

}