Stochastic sequencing of systemic risk in commodity markets : based on geopolitical risk events assessment
Chien-Chiang Lee, Mengqi Li, Xiaoming Zhang, Peiru Wang
| Year of publication: |
2025
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|---|---|
| Authors: | Lee, Chien-Chiang ; Li, Mengqi ; Zhang, Xiaoming ; Wang, Peiru |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 11, p. 2128-2150
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| Subject: | commodity markets | geopolitical risks | major commodity futures | spillovers | systemic risk | Rohstoffderivat | Commodity derivative | Welt | World | Rohstoffmarkt | Commodity market | Geopolitik | Geopolitics | Systemrisiko | Systemic risk | Risiko | Risk | Risikomanagement | Risk management | Spillover-Effekt | Spillover effect | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.70028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015465757