Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets
Year of publication: |
[2024]
|
---|---|
Authors: | Zhou, Xuewei ; Ouyang, Zisheng ; Gupta, Rangan ; Ji, Qiang |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Frequency connectedness | Multilayer networks | Commodity futures markets | Systemic risk | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Systemrisiko | Welt | World | Unternehmensnetzwerk | Business network |
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