Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach

Aloui, Riadh; Jabeur, Sami Ben; Rezgui, Hichem; Arfi, Wissal Ben

doi:10.1016/j.resourpol.2023.103873

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Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach

Cited by 8 publications

References 58 publications

Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute

Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute

Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress

The impact of geopolitical risk on energy security: Evidence from a GMM panel VAR approach

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