Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
Yihan Wang, Elie Bouri, Zeeshan Fareed, Yuhui Dai
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Yihan ; Bouri, Elie ; Fareed, Zeeshan ; Dai, Yuhui |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-20
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| Subject: | Commodity returns and volatility | COVID-19 outbreak | TVP-VAR spillover network | War in Ukraine | Ukraine | Volatilität | Volatility | Welt | World | Krieg | War | Coronavirus | Kriegsfolgen | Consequences of war | Rohstoffmarkt | Commodity market | Spillover-Effekt | Spillover effect | Risiko | Risk | Rohstoffpreis | Commodity price | Systemrisiko | Systemic risk | Geopolitik | Geopolitics | Russland | Russia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013478638