Modeling interdependence between climatic factors, commodities, and financial markets
This paper introduces a comprehensive approach to studying the impact of climate-related factors on commodity and financial markets using network analysis. We utilize a Bayesian network Vector Autoregressive model to investigate whether climate risk significantly influ-ences commodity prices and fin...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-09-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S240584402412347X |