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Dynamic Connectedness Across Commodities and Financial Assets: Implications for Portfolio Diversification and Hedge Effectiveness

Dynamic Connectedness Across Commodities and Financial Assets: Implications for Portfolio Diversification and Hedge Effectiveness

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Author: Nilotpal Sarma
Supervisors: Prof. Prabina Rajib and Prof. Parama Barai
Vinod Gupta School of Management
Indian Institute of Technology Kharagpur, India
December, 2025