Co-jump dependency and transmission across US commodity futures : a network analysis
Lei Zhang, Yan Chen, Elie Bouri
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Lei ; Chen, Yan ; Bouri, Elie |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 12, p. 1851-1868
|
| Subject: | co-jump network | co-jump transmission | COVID-19 and Russia–Ukraine war | US commodity futures | volatility forecasting implications | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Coronavirus | USA | United States | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22547 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110744