The Impact of Oil Shocks on Systemic Risk of the Commodity Markets - Dai, Zhifeng; Wu, Tong (Journal of systems science and complexity, 2024)
Keywords: Commodities; Complex Systems; Control; Mathematics; Mathematics and Statistics; Mathematics of Computing; Operations Research/Decision Theory; Risk; Statistics; Systems Theory; Commodity markets; oil price shocks; connectedness; systemic risk; GARCH-MIDAS model