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 intermarket linkages, both within the commodity complex and between...

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...

This article inves tigates the time evolution of the integra tion of derivative markets through the graph-theory. We focus on three categor ies of underlying as sets : energy and agricultural products , as well as financial assets . Integration is seen as a necessary condition for systemic risk...

This article inves tigates the time evolution of the integra tion of derivative markets through the graph-theory. We focus on three categor ies of underlying as sets : energy and agricultural products , as well as financial assets . Integration is seen as a necessary condition for systemic risk...

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...

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...