Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets
Jose E. Gomez-Gonzalez, Jorge Hirs-Garzon, Jorge M. Uribe
| Year of publication: |
2022
|
|---|---|
| Authors: | Gómez González, José Eduardo ; Hirs-Garzon, Jorge ; Uribe, Jorge |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 28.2022, p. 1-25
|
| Subject: | Energy commodity markets | Risk spillover | Higher order risk measures | LASSO methods | Spillover-Effekt | Spillover effect | Risiko | Risk | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Risikomaß | Risk measure | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335258