Explain systemic risk of commodity futures market by dynamic network |
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| Institution: | 1. School of Economics, Jiaxing University, Jiaxing 314001, China;2. China-ASEAN Institute of Financcial Cooperation, Guangxi University, Nanning, Guangxi, China;3. School of Economics, Guangxi University, Nanning, Guangxi, China;5. Shenzhen International Graduate School, Tsinghua University, Shenzhen, Guangdong, China;6. Guangxi University of Finance and Economics, Graduate School, Nanning, Guangxi, China;1. Department of Economics and Finance, SHU-UTS SILC Business School, Shanghai University, Shanghai 201800, China;2. Department of Finance, Goodman School of Business, Brock University, Ontario, Canada;3. Department of Economics and Finance, College of Business Administration, University of Texas-El Paso, El Paso, TX 79968, USA;1. School of Mathematics and Finance, Anhui Polytechnic University, Wuhu, China;2. Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China;3. Data-Driven Management Decision Making Lab, Shanghai Jiao Tong University, Shanghai, China;1. Leeds University Business School, United Kingdom;2. Cardiff Business School, United Kingdom |
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| Abstract: | Since inflation of commodities is becoming more and more severe recently caused by many macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity futures market is getting more attention from academic and industrial areas. Instead of using external factors to explain this risk as previous researches, we explain it by internal topology and structures of commodity futures market. This method helps us understand its key driving factors and their different impact to Chinese and international commodity futures markets. |
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