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Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
16 references·2 citing·49 second hop
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393 cited
  • 2009Granger causality in risk and detection of extreme risk spillover between financial markets358 cited
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    • 2022Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic54 cited
    • 2023Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China26 cited