Risk spillovers between the BRICS and the U.S. staple grain futures markets
Fuente:
arXiv
Saved in:
| Main Authors: | Shao, Ying-Hui, Yang, Yan-Hong, Zhou, Wei-Xing |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
by: Yang, Yan-Hong, et al.
Published: (2024)
by: Yang, Yan-Hong, et al.
Published: (2024)
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
by: Yang, Yan-Hong, et al.
Published: (2024)
by: Yang, Yan-Hong, et al.
Published: (2024)
Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
by: Shao, Ying-Hui, et al.
Published: (2025)
by: Shao, Ying-Hui, et al.
Published: (2025)
Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
by: Zhu, Han-Yu, et al.
Published: (2024)
by: Zhu, Han-Yu, et al.
Published: (2024)
A Motif-Based Framework for Decomposing Risk Spillovers
by: Shao, Ying-Hui, et al.
Published: (2026)
by: Shao, Ying-Hui, et al.
Published: (2026)
Uncertainty and financial market resilience: Evidence from China
by: Wei, Si-Yao, et al.
Published: (2024)
by: Wei, Si-Yao, et al.
Published: (2024)
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by: Liu, Yang, et al.
Published: (2026)
by: Liu, Yang, et al.
Published: (2026)
Systemic risk measures with markets volatility
by: Sun, Fei, et al.
Published: (2018)
by: Sun, Fei, et al.
Published: (2018)
Forecasting realized volatility in the stock market: a path-dependent perspective
by: Liu, Xiangdong, et al.
Published: (2025)
by: Liu, Xiangdong, et al.
Published: (2025)
Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
by: Rehman, Shafique Ur, et al.
Published: (2024)
by: Rehman, Shafique Ur, et al.
Published: (2024)
Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
by: Wang, Wei, et al.
Published: (2024)
by: Wang, Wei, et al.
Published: (2024)
A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by: Gabric, Lydia J., et al.
Published: (2025)
by: Gabric, Lydia J., et al.
Published: (2025)
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by: Mao, Tiantian, et al.
Published: (2024)
by: Mao, Tiantian, et al.
Published: (2024)
Extremal cases of distortion risk measures with partial information
by: Zhao, Mengshuo, et al.
Published: (2024)
by: Zhao, Mengshuo, et al.
Published: (2024)
Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
by: Gong, Hui, et al.
Published: (2025)
by: Gong, Hui, et al.
Published: (2025)
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)
by: Wang, Haibo, et al.
Published: (2026)
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)
by: Wang, Haibo
Published: (2025)
Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
by: Geng, Bingzhen, et al.
Published: (2024)
by: Geng, Bingzhen, et al.
Published: (2024)
Bertrand oligopoly in insurance markets with Value at Risk Constraints
by: Ágoston, Kolos Csaba, et al.
Published: (2024)
by: Ágoston, Kolos Csaba, et al.
Published: (2024)
Asymptotics of Sum of Heavy-tailed Risks with Copulas
by: Yang, Fan, et al.
Published: (2024)
by: Yang, Fan, et al.
Published: (2024)
On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
by: Pu, Tong, et al.
Published: (2024)
by: Pu, Tong, et al.
Published: (2024)
Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
by: Iftikhar, Erum, et al.
Published: (2025)
by: Iftikhar, Erum, et al.
Published: (2025)
New homeowners insurance data reveals insights into market trends and suggests future research needs
by: Jesse D. Gourevitch, et al.
Published: (2025)
by: Jesse D. Gourevitch, et al.
Published: (2025)
A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall
by: Papayiannis, Georgios I., et al.
Published: (2025)
by: Papayiannis, Georgios I., et al.
Published: (2025)
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
by: Nguyen, Minh Chau, et al.
Published: (2025)
by: Nguyen, Minh Chau, et al.
Published: (2025)
The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by: Assa, Hirbod
Published: (2026)
by: Assa, Hirbod
Published: (2026)
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
by: Zhang, Qingkai, et al.
Published: (2025)
by: Zhang, Qingkai, et al.
Published: (2025)
On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
by: Cable, Travis, et al.
Published: (2025)
by: Cable, Travis, et al.
Published: (2025)
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
by: Wen, Limin, et al.
Published: (2024)
by: Wen, Limin, et al.
Published: (2024)
The Interplay between Utility and Risk in Portfolio Selection
by: Baggiani, Leonardo, et al.
Published: (2025)
by: Baggiani, Leonardo, et al.
Published: (2025)
Mean-field Libor market model and valuation of long term guarantees
by: Gach, Florian, et al.
Published: (2023)
by: Gach, Florian, et al.
Published: (2023)
Hedging market risk and uncertainty via a robust portfolio approach
by: Ravagnani, Adele, et al.
Published: (2026)
by: Ravagnani, Adele, et al.
Published: (2026)
Project Risk Management from the bottom-up: Activity Risk Index
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by: Gao, Hang, et al.
Published: (2024)
by: Gao, Hang, et al.
Published: (2024)
Derivatives of Risk Measures
by: Gankhuu, Battulga
Published: (2024)
by: Gankhuu, Battulga
Published: (2024)
Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by: Ghossoub, Mario, et al.
Published: (2024)
by: Ghossoub, Mario, et al.
Published: (2024)
Multivariate Residual Estimation Risk
by: Manuge, D. J.
Published: (2026)
by: Manuge, D. J.
Published: (2026)
Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
by: Schmitt, Marc
Published: (2026)
by: Schmitt, Marc
Published: (2026)
Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by: Sepper, Otar
Published: (2026)
by: Sepper, Otar
Published: (2026)
Mortality Heterogeneity and Actuarial Fairness in China's Notional Defined Contribution Pension System
by: Dong, Xiaoyu, et al.
Published: (2026)
by: Dong, Xiaoyu, et al.
Published: (2026)
Similar Items
-
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
by: Yang, Yan-Hong, et al.
Published: (2024) -
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
by: Yang, Yan-Hong, et al.
Published: (2024) -
Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
by: Shao, Ying-Hui, et al.
Published: (2025) -
Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
by: Zhu, Han-Yu, et al.
Published: (2024) -
A Motif-Based Framework for Decomposing Risk Spillovers
by: Shao, Ying-Hui, et al.
Published: (2026)