commodity categories. It sheds light on the Russian-Ukrainian crisis by using an Autoregressive Distributed Lag model on daily …, 2020, to May 30, 2023. Results suggest that the LNG market displays greater sensitivity to other commodity markets. They … taking into consideration its strong connectivity to other different commodity markets to avoid sudden and potential …

provide the first full empirical test of the rational expectations commodity storage model. We build a rich storage model that …

This paper investigates tail-risk transmission and asymmetric dependence in commodity markets using an asymmetric fuzzy …, revealing that equity-market tail-risk sentiment does not influence commodity markets. Systemic risk remains localized within …