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Explain systemic risk of commodity futures market by dynamic network

Author

Listed:
  • He, Chengying
  • Huang, Ke
  • Lin, Jianwu
  • Wang, Tianqi
  • Zhang, Zuominyang

Abstract

Since inflation of commodities is becoming more and more severe recently caused by many macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity futures market is getting more attention from academic and industrial areas. Instead of using external factors to explain this risk as previous researches, we explain it by internal topology and structures of commodity futures market. This method helps us understand its key driving factors and their different impact to Chinese and international commodity futures markets.

Suggested Citation

  • He, Chengying & Huang, Ke & Lin, Jianwu & Wang, Tianqi & Zhang, Zuominyang, 2023. "Explain systemic risk of commodity futures market by dynamic network," International Review of Financial Analysis, Elsevier, vol. 88(C).
    • Handle: RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746
    DOI: 10.1016/j.irfa.2023.102658
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    References listed on IDEAS

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