The motifs of risk transmission in multivariate time series: Application to commodity prices-Reference-Cited by-同舟云学术

The motifs of risk transmission in multivariate time series: Application to commodity prices

Published:2022-11 Issue: Volume: Page:101459
ISSN:0038-0121
Container-title:Socio-Economic Planning Sciences
language:en
Short-container-title:Socio-Economic Planning Sciences

Author:

Pagnottoni Paolo,Spelta Alessandro

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Economics and Econometrics,Geography, Planning and Development

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5. Asymmetric network connectedness of fears;Baruník;Rev Econ Stat,2020

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