Work

Tail risk spillover of commodity futures markets

Year: 2024

Type: article

Source: Accounting and Finance

DOI: 10.1111/acfi.13321

Authors: Xiaohang Ren, Shitong Xiao, Wenxin Zhang, Xianming Sun

Institutions: Central South University, Zhongnan University of Economics and Law, The University of Sydney

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, Fundamental Research Funds for the Central Universities

Awards: G115004458, G6791022340

OpenAlex ID: W4401511865

FWCI: 6.048

Cites: 44

Cited by: 17

Related to: 10