APA (7th ed.) Citation

Ben Amor, N., Ghorbel, A., & Bahloul, S. (2026). Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach. Studies in Nonlinear Dynamics & Econometrics, 30(3), 321. https://doi.org/10.1515/snde-2024-0083

Chicago Style (17th ed.) Citation

Ben Amor, Nawel, Amal Ghorbel, and Slah Bahloul. "Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach." Studies in Nonlinear Dynamics & Econometrics 30, no. 3 (2026): 321. https://doi.org/10.1515/snde-2024-0083.

MLA (9th ed.) Citation

Ben Amor, Nawel, et al. "Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach." Studies in Nonlinear Dynamics & Econometrics, vol. 30, no. 3, 2026, p. 321, https://doi.org/10.1515/snde-2024-0083.