Dynamic Energy-Financial Return Connectedness Between WTI Crude Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a TVP-VAR with Stochastic-Volatility Paths

Tanattrin Bunnag

Open source

DOI
10.20944/preprints202609.1749.v1
Published
2026-09-21
Container
Not recorded
Publisher
MDPI AG
Open access
unknown

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BibTeX

@article{allodium:10.20944/preprints202609.1749.v1,
  title = {Dynamic Energy-Financial Return Connectedness Between WTI Crude Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a TVP-VAR with Stochastic-Volatility Paths},
  author = {Tanattrin Bunnag},
  year = {2026},
  doi = {10.20944/preprints202609.1749.v1},
  url = {https://doi.org/10.20944/preprints202609.1749.v1}
}

RIS

TY  - JOUR
TI  - Dynamic Energy-Financial Return Connectedness Between WTI Crude Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a TVP-VAR with Stochastic-Volatility Paths
AU  - Tanattrin Bunnag
PY  - 2026
DO  - 10.20944/preprints202609.1749.v1
UR  - https://doi.org/10.20944/preprints202609.1749.v1
ER  - 

APA

Bunnag, T. (2026). Dynamic Energy-Financial Return Connectedness Between WTI Crude Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a TVP-VAR with Stochastic-Volatility Paths. https://doi.org/10.20944/preprints202609.1749.v1

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