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

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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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  Data: <searchLink fieldCode="JN" term="%22Risks%22">Risks</searchLink>. Apr2026, Vol. 14 Issue 4, p75. 32p.
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      – Type: doi
        Value: 10.3390/risks14040075
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      – Code: eng
        Text: English
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        PageCount: 32
        StartPage: 75
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      – TitleFull: Crisis-Regime Dynamic Volatility Spillovers in U.S. Commodity Markets: A Bayesian Mixture-Identified SVAR Approach.
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            NameFull: Deng, Xinyan
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            NameFull: Aruga, Kentaka
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              Text: Apr2026
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              Y: 2026
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