Importance of geopolitical risk in volatility structure : new evidence from biofuels, crude oil, and grains commodity markets
Renata Karkowska, Szczepan Urjasz
| Year of publication: |
2024
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|---|---|
| Authors: | Karkowska, Renata ; Urjasz, Szczepan |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 36.2024, Art.-No. 100440, p. 1-15
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| Subject: | Biofuels | Frequency connectedness | Russia-Ukraine war | TVP-VAR | Volatility spillover | Volatilität | Volatility | Biokraftstoff | Biofuel | Welt | World | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Rohstoffpreis | Commodity price | Geopolitik | Geopolitics | Getreide | Grain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100440 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015162612