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SSRNDerivatives & Volatility

Financialisation on Commodity Markets

Financialisation has increased the volatility transmission from equity markets to commodity futures markets, according to a study.

Featured in No. 53 on 12 Jun 2024 · 6 days after release

Released
6 Jun 2024
First featured
No. 53 · 12 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 4855902

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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