Código QR (código de barras bidimensional)

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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Principais autores: Vipul Kumar Singh, Pawan Kumar
Format: Artigo
Sprog:Inglês
Udgivet: SpringerOpen 2026-02-01
Serier:Financial Innovation
Fag:
Volatility spillover
Crude oil crisis
Soft agricultural commodity
Portfolio diversification
Global commodity markets
Online adgang:https://doi.org/10.1186/s40854-025-00851-3
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