Tail risk spillover effects in commodity markets : a comparative study of crisis periods
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim
| Year of publication: |
2024
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|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Hamouda, Foued ; Sitara Karim |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 33.2024, Art.-No. 100370, p. 1-17
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| Subject: | Commodity markets | CAViaR | GFC | Covid-19 | Russia-Ukraine conflict | Rohstoffmarkt | Commodity market | Coronavirus | Welt | World | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Rohstoffderivat | Commodity derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526491