Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets : a novel network topology approach
Xu Zhang, Xian Yang, Jianping Li, Jun Hao
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhang, Xu ; Yang, Xian ; Li, Jianping ; Hao, Jun |
| Subject: | contemporaneous network | higher-moment risk | idiosyncratic information | realized estimators | relative importance analysis | Risiko | Risk | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Schätzung | Estimation | Spillover-Effekt | Spillover effect |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293217