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...
| Egile Nagusiak: | , , , |
|---|---|
| Formatua: | Artikulua |
| Hizkuntza: | English |
| Argitaratua: |
Elsevier
2023-10-01
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| Saila: | Borsa Istanbul Review |
| Gaiak: | |
| Sarrera elektronikoa: | http://www.sciencedirect.com/science/article/pii/S2214845023000686 |