Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes
Xu Zhang, Xian Yang, Qizhi He
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Xu ; Yang, Xian ; He, Qizhi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-39
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| Subject: | Commodity market | CoVaR | Spillover network | STVAR | Wavelet packet decomposition | Spillover-Effekt | Spillover effect | Rohstoffmarkt | Theorie | Theory | Finanzmarkt | Financial market | Systemrisiko | Systemic risk | Risiko | Risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101766 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539019