Commodity systemic risk and macroeconomic predictions
Year of publication: |
2024
|
---|---|
Authors: | Ouyang, Ruolan ; Pei, Tiancheng ; Fang, Yi ; Zhao, Yang |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 138.2024, Art.-No. 107807, p. 1-22
|
Subject: | Commodity market | Systemic risk | Quantile regression | Macroeconomy | Systemrisiko | Rohstoffmarkt | Theorie | Theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Risiko | Risk | Rohstoffderivat | Commodity derivative |
-
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano, (2016)
-
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo, (2023)
-
Risk implications of dependence in the commodities : a copula-based analysis
Jain, Prachi, (2023)
- More ...
-
Innovation at the helm : decoding founder-manager influence in Chinese family firms
Sun, Lan, (2024)
-
Financial spillovers and spillbacks : new evidence from China and G7 countries
Fang, Yi, (2021)
-
Risk Spillovers in Global Financial Markets : Evidence from the Covid-19 Crisis
Fang, Yi, (2022)
- More ...