Crude oil and soft commodities volatility spillover patterns and portfolio diversification strategies in times of oil crises

Abstract This study employs the Diebold and Yilmaz (Int J Forecast 28:57–66, 2012) spillover model to investigate volatility spillover effects between crude oil and soft agricultural commodities. The results indicate a significant increase in systemic risk following the global financial crisis (GFC)...

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Egile Nagusiak:	Vipul Kumar Singh, Pawan Kumar
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	SpringerOpen 2026-02-01
Saila:	Financial Innovation
Gaiak:	Volatility spillover Crude oil crisis Soft agricultural commodity Portfolio diversification Global commodity markets
Sarrera elektronikoa:	https://doi.org/10.1186/s40854-025-00851-3
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