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SSRNDerivatives & 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.

Featured in No. 78 on 12 Dec 2024 · 2 days after release

Released
10 Dec 2024
First featured
No. 78 · 12 Dec 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
SSRN 5050777

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

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