The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Wei‐Xing Zhou, Yun‐Shi Dai, Kiet Tuan Duong, Pengfei Dai
Topics & Concepts
Futures contractSpillover effectAgricultureTail dependenceDownside riskEconomicsFood securityCopula (linguistics)BusinessFinancial economicsEconometricsGeographyMacroeconomicsPortfolioStatisticsArchaeologyMultivariate statisticsMathematicsEnvironmental and Biological Research in Conflict ZonesEconomic Sanctions and International RelationsMarket Dynamics and Volatility