Fig. 4From: Realized volatility spillovers between energy and metal markets: a time-varying connectedness approachNet total directional connectedness measures. Notes: The net total connectedness measures are based on a TVP-VAR model with a lag length of order one, \(\kappa _1=0.99\), \(\kappa _2=0.99\), and a 20-step-ahead generalized forecast error variance decompositionBack to article page