Volatility spillovers in commodity markets: A large t-vector autoregressive approach

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Authors: Luca Barbaglia, Christophe Croux, Ines Wilms

Journal title: Energy Economics

Journal number: 85

Journal publisher: Elsevier BV

Published year: 2020

Published pages: 104555

DOI identifier: 10.1016/j.eneco.2019.104555

ISSN: 0140-9883