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Persistent link: https://www.econbiz.de/10003297198
This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both within the commodity complex and between...
Persistent link: https://www.econbiz.de/10013108879
This article uses graph theory to provide novel evidence regarding market integration, a necessary condition for systemic risk to appear. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both within the commodity complex and between...
Persistent link: https://www.econbiz.de/10013070127
Persistent link: https://www.econbiz.de/10009611609