Modeling tail risk spillovers in commodity markets: The dominant role of energy

Journal of commodity markets 2026 Open access

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Authors: Claudio Candia, Rodrigo Jiliberto Herrera, Katarzyna Bień‐Barkowska

DOI: 10.1016/j.jcomm.2026.100577

Cited by: 0

References: 55

Fields of Study & Subjects

Market Dynamics and Volatility

References 55