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Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach.

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Bibliographic Details
Title: Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach.
Authors: Ben Amor, Nawel1,2 (AUTHOR) nawelbenamor15@gmail.com, Ghorbel, Amal2 (AUTHOR) ghorbel.amal@yahoo.com, Bahloul, Slah3 (AUTHOR) Slahbahloul@gmail.com
Source: Studies in Nonlinear Dynamics & Econometrics. Jun2026, Vol. 30 Issue 3, p321-347. 27p.
Database: Business Source Ultimate
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ISSN:10811826
DOI:10.1515/snde-2024-0083