Dynamic Relationship between the Iranian Stock Market and Commodity Markets: A TVP-VAR Approach and Portfolio Optimization
This study employs the Time-Varying Parameter Vector Autoregression (TVP-VAR) model to investigate the dynamic relationships among various commodity markets—including copper, aluminum, nickel, tin, zinc, lead, gold, and crude oil—and the Iranian stock market over the period from June 16, 2014, to Ma...
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| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2025-06-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_29221_acb84971305f3cdee9e61a93bbf997b1.pdf |
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