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The Impact of Oil Shocks on Systemic Risk of the Commodity Markets · Study

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ArticleThe Impact of Oil Shocks on Systemic Risk of the Commodity Markets

Zhifeng Dai2024

Article2024

The Impact of Oil Shocks on Systemic Risk of the Commodity Markets

49 citations·0/0 files stored·Journal of Systems Science and Complexity

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

2002Dynamic Conditional Correlation 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2016CoVaR 2016Measuring Systemic Risk 1999Oil price shocks and stock market activity

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Year2024

Typearticle

Published2024-03-20

VenueJournal of Systems Science and Complexity

ISSN-L1009-6124

Languageen

Citations49

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1007/s11424-024-3224-y

openalex_workW4393010591

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