Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
- DOI
- 10.1016/j.qref.2023.12.005
- Published
- 2024-02
- Container
- The Quarterly Review of Economics and Finance
- Publisher
- Elsevier BV
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1016/j.qref.2023.12.005,
title = {Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach},
author = {Amal Abricha and Amine Ben Amar and Makram Bellalah},
year = {2024},
journal = {The Quarterly Review of Economics and Finance},
doi = {10.1016/j.qref.2023.12.005},
url = {https://doi.org/10.1016/j.qref.2023.12.005}
}RIS
TY - JOUR TI - Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach AU - Amal Abricha AU - Amine Ben Amar AU - Makram Bellalah PY - 2024 JO - The Quarterly Review of Economics and Finance DO - 10.1016/j.qref.2023.12.005 UR - https://doi.org/10.1016/j.qref.2023.12.005 ER -
APA
Abricha, A., Amar, A. B., & Bellalah, M. (2024). Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. The Quarterly Review of Economics and Finance. https://doi.org/10.1016/j.qref.2023.12.005
Source records
- crossref · retrieved 2026-09-26T16:20:39.391Z