Explain systemic risk of commodity futures market by dynamic network
International Review of Financial Analysis
; 88, 2023.
Article
in English
| Scopus | ID: covidwho-2296309
ABSTRACT
Since inflation of commodities is becoming more and more severe recently caused by many macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity futures market is getting more attention from academic and industrial areas. Instead of using external factors to explain this risk as previous researches, we explain it by internal topology and structures of commodity futures market. This method helps us understand its key driving factors and their different impact to Chinese and international commodity futures markets. © 2023 Elsevier Inc.
Full text:
Available
Collection:
Databases of international organizations
Database:
Scopus
Type of study:
Prognostic study
Language:
English
Journal:
International Review of Financial Analysis
Year:
2023
Document Type:
Article
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