Bunnag, Tanattrin. “Volatility Transmission in Crude Oil, Gold, S&P 500 and US Dollar Index Futures Using VAR-MGARCH Model”. International Journal of Energy Economics and Policy 6, no. 1 (January 18, 2016): 39–52. Accessed October 15, 2024. https://econjournals.com/index.php/ijeep/article/view/1554.