Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets

Empirical Economics 2026

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Authors: Xuewei Zhou, Zisheng Ouyang, Rangan Gupta, Qiang Ji

DOI: 10.1007/s00181-026-02886-6

Cited by: 1

References: 77

Fields of Study & Subjects

Market Dynamics and Volatility Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

References 77