Journal of commodity markets · 2023 · 43 citations · 65 references
ManagementEconomicsRisk ManagementCommodity MarketsFinancial EconomicsFinancial Risk ManagementCapital MarketsCommodity Price RiskCommodity Risk ManagementFinancial CrisesFinancial RiskMarket RiskCommodity Price Risk ModelingCommodity Price Tail RiskCrisis PeriodsReturn Spillover EffectsSpeculation In Commodity MarketsSpillover Risk ModelingSystemic Risk SpilloversTail Risk
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On the Behaviour of Commodity Prices
Angus Deaton, Guy Laroque · The Review of Economic Studies · 1992 · 1.2K citations