Systemic risk and contagion in the commodity market: identifying volatility transmission during crisis periods

The commodity market is a key element of the global economy. It is influenced by the political and economic situation of the major participants on the supply and demand side, as exemplified by the geopolitical and economic situation related to the conflict in Ukraine. Another aspect of this influen...

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Bibliographic Details
Main Authors: Marek Szturo, Bogdan Włodarczyk, George H. Ionescu, Daniela Firoiu, Vitor Braga
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2024-12-01
Series:Technological and Economic Development of Economy
Subjects:
Online Access:https://jcem.vgtu.lt/index.php/TEDE/article/view/22560
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