Dynamic Volatility Connectedness across Commodity Futures: The Role of Macroeconomic Attention
Published: 24 September 2025| Version 2 | DOI: 10.17632/mdmkfjkjxd.2
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, Description
Replication file for "Dynamic Volatility Connectedness across Commodity Futures: The Role of Macroeconomic Attention"
Files
Steps to reproduce
Please read the "readme.pdf" file to reproduce the package.
Categories
Commodity Market, Connectedness