Idiosyncratic tail risk spillover of Chinese commodity futures markets

Economic Analysis and Policy 2026

View at publisher

Authors: Wei-Qiang Huang, Yilin Wang

DOI: 10.1016/j.eap.2026.01.030

Cited by: 0

References: 84

Fields of Study & Subjects

Market Dynamics and Volatility Financial Risk and Volatility Modeling Economics of Agriculture and Food Markets

References 84