The Impact of Geopolitical Risk on Systemic Risk Spillover in Commodity Market: An EMD-Based Network Topology Approach

Since the financialization of commodities, portfolio investments have become an important tool for investors to diversify risks. However, due to the nonlinear fluctuations brought about by extreme events, investors face more difficulties in the choice of risk portfolio. We adopt empirical mode decom...

Full description

Saved in:
Bibliographic Details
Main Authors: Zhijing Ding, Xu Zhang
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/2226944
Tags: Add Tag
No Tags, Be the first to tag this record!