Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility

  • Farrukh Shahzad
  • , Elie Bouri
  • , Khaled Mokni
  • , Ahdi Noomen Ajmi

Research output: Contribution to journalArticlepeer-review

42 Scopus citations

Fingerprint

Dive into the research topics of 'Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility'. Together they form a unique fingerprint.

Social Sciences

Economics, Econometrics and Finance

Earth and Planetary Sciences