Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach

作者：Yufeng Chen, Jing Xu, Jiafeng Miao · 发表于：Resources Policy · 年份：2023 · DOI：10.1016/j.resourpol.2023.103296 · 被引用次数：60 · 研究领域：Market Dynamics and Volatility、Energy, Environment, Economic Growth、Global Energy Security and Policy