Results 231 to 240 of about 251,140 (252)
Some of the next articles are maybe not open access.
Assessing contagion risk from energy and non-energy commodity markets
Energy Economics, 2017Abstract The aim of this study is to investigate contagion risk from commodity markets towards the whole economy and across sectors. Indeed, the financialization and integration of commodity markets expose the economy to potential contagion risks i.e., adverse shocks hitting one or more commodity markets spread to the entire economic system.
Bernardina Algieri, Arturo Leccadito
exaly +3 more sources
Commodity futures and a wavelet-based risk assessment
Physica A: Statistical Mechanics and its Applications, 2020Abstract This paper provides an in-depth assessment of commodity futures on applied risk measurement. We provide a thorough empirical study on deconstructed commodity futures returns and present a novel wavelet-based portfolio strategy. First, we examine the dependence structure between commodity futures and show that it is described by different ...
Theo Berger, Robert L. Czudaj
openaire +1 more source
Geopolitical risk and dynamic connectedness between commodity markets
Energy Economics, 2022Xu Gong
exaly
Tail risk transmission from commodity prices to sovereign risk of emerging economies
Resources Policy, 2022Zhengyong Zhang +2 more
exaly
The geopolitical risk premium in the commodity futures market
Journal of Futures Markets, 2023Daxuan Cheng, Yin Liao, Zheyao Pan
exaly
Systemic risk of commodity markets: A dynamic factor copula approach
International Review of Financial Analysis, 2022Ruolan Ouyang, Yang Zhao
exaly
Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
International Review of Financial Analysis, 2022Yinghua Ren, Huiming Zhu
exaly
Hedging firm's idiosyncratic risk from commodity financialization
International Review of Economics and Finance, 2023Baochen Yang, Peixuan Geng, Ying Fan
exaly