Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales
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DOI: 10.1016/j.eneco.2023.106732
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More about this item
Keywords
Weather conditions; Commodity markets; Tail risk; Systemic interdependence; Dynamic equicorrelation; Spillover effects; Wavelet coherency;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
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