Spillover effect of volatility between stocks and commodity markets in periods of crisis and effects on portfolio formation

Published: 3 January 2023| Version 1 | DOI: 10.17632/8w75t8sfkx.1
Contributor:
rodrigo romero

Description

Commodity futures prices and sp500 index for the period 2018 to october 2022

Files

Institutions

Universidad del Bio Bio

Categories

Commodity Market

Licence