Przeglądaj KAE Working Papers według autora "Uddin, Gazi Salah"
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The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
Szafranek, Karol; Rubaszek, Michał; Uddin, Gazi Salah (2023-11)We quantify intraday volatility connectedness between oil and key financial assets and assess how it is related to uncertainty and sentiment measures. For that purpose, we integrate the well-known spillover methodology ...