Stochastic ordering of systemic risk in commodity markets
Giacomo Morelli
| Year of publication: |
2023
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|---|---|
| Authors: | Morelli, Giacomo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 117.2023, p. 1-16
|
| Subject: | VIX | Commodity markets | CoVaR | Stochastic ordering | Systemic risk | Systemrisiko | Rohstoffmarkt | Commodity market | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure | Theorie | Theory | Rohstoffderivat | Commodity derivative | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106446 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437140