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Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19.
Najaf Iqbal
Elie Bouri
Oksana Grebinevych
David Roubaud
Published in:
Ann. Oper. Res. (2023)
Keyphrases
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early warning
financial crisis
risk management
risk assessment
high risk
electronic commerce
extreme events
financial markets
risk measures
minimum risk
decision making
risk factors
risk analysis
data mining
management system
expected utility