---
title: Event-Driven Connectedness
url: https://www.ml-quant.com/papers/ssrn/5050777/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5050777
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5050777
featured: 2024-12-12
citations: unknown
topic: Derivatives & Volatility
---


# Event-Driven Connectedness

The research identifies 21 significant historical events that increased volatility in oil-based commodity prices, with geopolitical events having a more consistent impact than economic or natural events.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5050777
- Identifier: SSRN 5050777
- Released: 2024-12-10
- First featured: Quant Letter No. 78 (2024-12-12): https://www.ml-quant.com/issues/2024-12-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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