Stochastic ordering of systemic risk in commodity markets
Energy Economics
; 117, 2023.
Article
in English
| Scopus | ID: covidwho-2243482
Commerce; Gold; Risk assessment; Stochastic systems; Commodities market; Concordance orders; CoVaR; Downside risks; Energy; Financial system; Stochastic orderings; Stochastic properties; Systemic risks; VIX; agriculture; commodity market; energy market; precious metal; stochasticity; Financial markets; Commodity markets; Stochastic ordering; Systemic risk
Full text:
Available
Collection:
Databases of international organizations
Database:
Scopus
Type of study:
Prognostic study
Language:
English
Journal:
Energy Economics
Year:
2023
Document Type:
Article
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