Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference112 articles.
1. Spectral measures of risk: a coherent representation of subjective risk aversion;Acerbi;J. Bank. Finance,2002
2. Coherent representations of subjective risk aversion;Acerbi,2004
3. Back-testing expected shortfall;Acerbi;Risk,2014
4. Does gold offer a better protection against losses in sovereign debt bonds than other metals?;Agyei-Ampomah;J. Bank. Finance,2014
5. COVID‐19 crisis and risk spillovers to developing economies: evidence from Africa;Akhtaruzzaman;J. Int. Dev.,2022
Cited by 13 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. Evolving energies: Analyzing stability amidst recent challenges in the natural gas market;International Review of Financial Analysis;2024-10
2. Does M&A activity spin the cycle of energy prices?;Energy Economics;2024-09
3. Volatility spillovers and hedging strategies between impact investing and agricultural commodities;International Review of Financial Analysis;2024-07
4. The tail risk safe haven property of China's energy futures against US market implied volatility;Journal of Management Science and Engineering;2024-06
5. Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets;Energy Economics;2024-04
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