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Munich Personal RePEc Archive

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23 September 2022

Yaya, OlaOluwa S. and Ogbonna, Ahamuefula E. and Adesina, Ayobami O. and Alobaloke, Kafayat and Vo, Xuan Vinh (2022): Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. Forthcoming in: Resources Policy

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