Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794): Difference between revisions
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scientific article; zbMATH DE number 7801437
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English | Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 |
scientific article; zbMATH DE number 7801437 |
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Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (English)
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8 February 2024
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quantile connectedness
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extreme realized volatility spillovers
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asymmetry
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commodity futures
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crisis periods
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COVID19
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