Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales
Dongna Zhang, Xingyu Dai, Qunwei Wang, Chi Keung Marco Lau
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhang, Dongna ; Dai, Xingyu ; Wang, Qunwei ; Lau, Chi Keung |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 123.2023, p. 1-22
|
| Subject: | Commodity markets | Dynamic equicorrelation | Spillover effects | Systemic interdependence | Tail risk | Wavelet coherency | Weather conditions | Wetter | Weather | Rohstoffmarkt | Commodity market | Spillover-Effekt | Spillover effect | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014476476