Dynamic Connectedness in Commodity Futures Markets during Covid-19 in India: New Evidence from a TVP-VAR Extended Joint Connectedness Approach
Aswini Mishra, Vairam Arunachalam, Dennis Olson & Debasis Patnaik, “Dynamic Connectedness in Commodity Futures Markets during Covid-19 in India: New Evidence from a TVP-VAR Extended Joint Connectedness Approach,” Resources Policy Journal, forthcoming.