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Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach.

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Bibliographic Details
Title: Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach.
Authors: Deng, Xinyan1 (AUTHOR), Aruga, Kentaka1,2 (AUTHOR), Tang, Chaofeng1,2 (AUTHOR) tangcf@gdmu.edu.cn
Source: Risks. Apr2026, Vol. 14 Issue 4, p75. 32p.
Database: Business Source Ultimate
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ISSN:22279091
DOI:10.3390/risks14040075