Work

The Russia-Ukraine conflict and volatility risk of commodity markets

Year: 2022

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2022.103264

Authors: Yi Fang, Zhiquan Shao

Institutions: Central University of Finance and Economics, Peking University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 金融周期视角下的中国银行业系统性风险防范与化解研究, 基于GAS模型的系统性金融风险测度及其在宏观经济预测中的应用研究, G7998825022

OpenAlex ID: W4297760334

FWCI: 46.67

Cites: 27

Cited by: 269

Related to: 10