Work

Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101766

Authors: Xu Zhang, Xian Yang, Qizhi He

Institutions: Nanjing University of Information Science and Technology, Zhejiang Gongshang University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, China Postdoctoral Science Foundation, Natural Science Foundation of Jiangsu Province, National Office for Philosophy and Social Sciences, National Social Science Fund of China, Humanities and Social Sciences Youth Foundation, Ministry of Education of the People's Republic of China

Awards: G2064988325, G2671590762, G3517277598, G6084515985, G6852756618, G8670992008, G956826316

OpenAlex ID: W4288046734

FWCI: 19.31

Cites: 44

Cited by: 138

Related to: 10