Dynamic Connectedness Among Oil, Food Commodity, and Renewable Energy Markets: Novel Perspective from Quantile Dependence and Deep Learning-Reference-Cited by-同舟云学术

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Dynamic Connectedness Among Oil, Food Commodity, and Renewable Energy Markets: Novel Perspective from Quantile Dependence and Deep Learning

Published:2023-09-02 Issue: Volume: Page:
ISSN:1868-7865
Container-title:Journal of the Knowledge Economy
language:en
Short-container-title:J Knowl Econ

Author:

Deng Yaoxun,Fang Guobin,Zhang Jun,Ma Huimin

Funder

the National Social Science Foundation of China under Grant

Graduate Research Innovation Fund Projects

the Philosophy and Social Science Planning Project of Anhui Province

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Link

https://link.springer.com/content/pdf/10.1007/s13132-023-01485-5.pdf

Reference51 articles.

1. Ahmed, S., Hasan, M. M., & Kamal, M. R. (2022). Russia–Ukraine crisis: The effects on the European stock market. European Financial Management.

2. Albulescu, C. T., Tiwari, A. K., & Ji, Q. (2020). Copula-based local dependence among energy, agriculture and metal commodities markets. Energy, 202, 117762.

3. Ando, T., Greenwood-Nimmo, M., & Shin, Y. Quantile connectedness: Modelling tail behaviour in the topology of financial net-works. 2018. SSRN Available online: https://ssrn.com/abstract3164772.

4. Ang, A., & Bekaert, G. (2002). International asset allocation with regime shifts. The review of financial studies, 15(4), 1137–1187.

5. Baruník, J., & Křehlík, T. (2018). Measuring the frequency dynamics of financial connectedness and systemic risk.Journal of Financial Econometrics, 16(2), 271–296.

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