Emerging Markets Finance and Trade, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 21
Published: April 23, 2025
Language: Английский
Emerging Markets Finance and Trade, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 21
Published: April 23, 2025
Language: Английский
International Review of Economics & Finance, Journal Year: 2023, Volume and Issue: 89, P. 397 - 428
Published: Oct. 12, 2023
Language: Английский
Citations
132Resources Policy, Journal Year: 2023, Volume and Issue: 84, P. 103775 - 103775
Published: June 6, 2023
Language: Английский
Citations
44Socio-Economic Planning Sciences, Journal Year: 2024, Volume and Issue: 94, P. 101970 - 101970
Published: June 4, 2024
Language: Английский
Citations
15Finance research letters, Journal Year: 2024, Volume and Issue: 66, P. 105698 - 105698
Published: June 2, 2024
Language: Английский
Citations
9International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103852 - 103852
Published: Jan. 1, 2025
Language: Английский
Citations
1Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102884 - 102884
Published: April 1, 2025
Language: Английский
Citations
1Finance research letters, Journal Year: 2023, Volume and Issue: 56, P. 104179 - 104179
Published: July 3, 2023
Language: Английский
Citations
17International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: 91, P. 316 - 331
Published: Jan. 21, 2024
Language: Английский
Citations
8Accounting and Finance, Journal Year: 2024, Volume and Issue: unknown
Published: Aug. 12, 2024
Abstract This paper examines the tail risk spillover in commodity futures markets, with a particular focus on dynamics related to Chinese markets. To overcome limitations of conventional network methods terms dimensionality, we employ bootstrap‐based probabilistic analysis extend Diebold–Yilmaz model for measuring effects. Our empirical results demonstrate both intra‐ and inter‐group connectedness among futures, highlighting variations such during crisis periods. Additionally, find between spot markets identify dominant sources transmission through our analysis.
Language: Английский
Citations
8International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: 95, P. 103363 - 103363
Published: May 19, 2024
Language: Английский
Citations
7