Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10479-022-04522-9 / rank
 
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Latest revision as of 12:30, 26 August 2024

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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