Extreme connectedness and network across financial assets and commodity futures markets
Oguzhan Ozcelebi, Sang Hoon Kang
| Year of publication: |
2024
|
|---|---|
| Authors: | Ozcelebi, Oguzhan ; Kang, Sang Hoon |
| Subject: | Commodity futures | Connectedness network | Extreme connectedness | Hedging | Quantile VAR model | TVP-VAR model | Rohstoffderivat | Commodity derivative | VAR-Modell | VAR model | Warenbörse | Commodity exchange | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492088