Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model.

MLA

Zheng, Qingying, et al. “Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model.” Journal of Futures Markets, vol. 44, no. 11, Nov. 2024, pp. 1787–806. EBSCOhost, https://doi.org/10.1002/fut.22548.

APA

Zheng, Q., Wu, J., & Lin, B. (2024). Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model. Journal of Futures Markets, 44(11), 1787–1806. https://doi.org/10.1002/fut.22548

Chicago

Zheng, Qingying, Jintao Wu, and Boqiang Lin. 2024. “Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model.” Journal of Futures Markets 44 (11): 1787–1806. doi:10.1002/fut.22548.