Dynamic interlinkages between geopolitical stress and agricultural commodity market: Novel findings in the wake of the Russian Ukrainian conflict
This study examines time-varying connectedness between agricultural commodities and geopolitical risk in terms of volatility. In this context, we employ the time- and frequency-based network connectedness approaches based on a time-varying parameter vector autoregression (TVP-VAR) model and use data...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-10-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845023000686 |