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

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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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An: 194998432
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  Data: Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach.
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  Data: <searchLink fieldCode="JN" term="%22Studies+in+Nonlinear+Dynamics+%26+Econometrics%22">Studies in Nonlinear Dynamics & Econometrics</searchLink>. Jun2026, Vol. 30 Issue 3, p321-347. 27p.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1515/snde-2024-0083
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      – Code: eng
        Text: English
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        PageCount: 27
        StartPage: 321
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      – TitleFull: Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach.
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            NameFull: Ben Amor, Nawel
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            NameFull: Ghorbel, Amal
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              Text: Jun2026
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              Y: 2026
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              Value: 30
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