APA (7th ed.) Citation

Deng, X., Aruga, K., & Tang, C. (2026). Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach. Risks, 14(4), 75. https://doi.org/10.3390/risks14040075

Chicago Style (17th ed.) Citation

Deng, Xinyan, Kentaka Aruga, and Chaofeng Tang. "Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach." Risks 14, no. 4 (2026): 75. https://doi.org/10.3390/risks14040075.

MLA (9th ed.) Citation

Deng, Xinyan, et al. "Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach." Risks, vol. 14, no. 4, 2026, p. 75, https://doi.org/10.3390/risks14040075.