The network of commodity risk

HIGHLIGHTS

• who: Beatrice Foroni from the MEMOTEF Department, Sapienza University of Rome, Rome, Italy have published the Article: The network of commodity risk, in the Journal: (JOURNAL) of March/25,/2022
• what: The authors investigate the interconnections among and within the Energy Agricultural and Metal commodities operating in a risk management framework with a twofold goal. This is the aim of the work . The authors propose a framework that merges commodity connectedness and modelling selection according to market risk criteria. In Table 3 the authors report the summary statistics of the log-returns of the commodities . . .
  

   

  

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