Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference64 articles.
1. Bootstrap tests for distributional treatment effects in instrumental variable models;Abadie;J. Am. Statist. Assoc.,2002
2. CoVaR;Adrian;Amer. Econ. Rev.,2016
3. Tail risk, systemic risk and spillover risk of crude oil and precious metals;Ahmed;Energy Econ.,2022
4. Spillovers between food and energy prices and structural breaks;Al-Maadid;Int. Econ.,2016
5. Copula-based local dependence among energy, agriculture and metal commodities markets;Albulescu;Energy,2020
Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute;International Review of Economics & Finance;2024-11
2. Geopolitical Risks’ Spillovers Across Countries and on Commodity Markets: A Dynamic Analysis;Energy RESEARCH LETTERS;2024-10-31
3. How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts;Energy Economics;2024-10
4. Influence of geopolitical risk on stock volatility in the Middle East and North Africa states;International Scientific Conference „Business and Management“;2024-09-12
5. Geopolitical risk implications for natural resource governance and conflict resolution;Resources Policy;2024-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3