Geopolitical risk and dynamic connectedness between commodity markets
Year of publication: |
2022
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Authors: | Gong, Xu ; Xu, Jun |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-15
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Subject: | Commodity | Diebold & Yilmaz method | GARCH-MIDAS model | Geopolitical risk | TVP-VAR-SV model | Geopolitik | Geopolitics | Rohstoffmarkt | Commodity market | Welt | World | Risiko | Risk |
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