Asymmetric multi-scale systemic risk spillovers across international commodity futures markets : the role of infectious disease uncertainty
Yanli Zhu, Xian Yang, Chuanhai Zhang, Sihan Liu, Jiayi Li
| Year of publication: |
2024
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|---|---|
| Authors: | Zhu, Yanli ; Yang, Xian ; Zhang, Chuanhai ; Liu, Sihan ; Li, Jiayi |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 36.2024, Art.-No. 100443, p. 1-29
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| Subject: | Asymmetric risk spillover effects | Commodity futures | Infectious disease uncertainty | Network topology | Wavelet packet decomposition | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Risiko | Risk | Infektionskrankheit | Infectious disease | Volatilität | Volatility | Theorie | Theory | Welt | World | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100443 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015162616