Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets
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More about this item
Keywords
Frequency connectedness; Multilayer networks; Commodity futures markets; Systemic risk;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2024-06-24 (Risk Management)
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