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Xueying Lu

Southwestern University of Finance and Economics (SWUFE)

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

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Scholarly Papers (1)

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Dynamic quantile-frequency connectedness between speculative activities in the energy, financial, precious metal, and agricultural commodity markets

Posted: 16 Sep 2025 Last Revised: 06 May 2026
Shanxi University, Southwestern University of Finance and Economics (SWUFE), Hankuk University of Foreign Studies and Department of Economics, Pusan National University

Abstract:

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Speculative activities, Driving factors, Quantile-frequency connectedness, TVP-QVAR-BK