pone.0246886.g003.tif (1.47 MB)
Network graph of static connectedness of commodity volatility and oil shocks.
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posted on 2021-02-19, 18:34 authored by Zaghum Umar, Mariya Gubareva, Muhammad Naeem, Ayesha AkhterThis figure shows the pairwise connectedness between agricultural commodity volatility and oil shocks. The source of arrow shows the transmitter of spillover and the edge of arrow shows the recipient of the spillover.
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oil price shocksanalysis evidencesconnectedness increasespaper studiesdebt crisisGlobal Financial CrisisGranger causality testsoil pricesvolatility spilloversportfolios managerssample period rangesconnectedness spillover index metho...supply shock granger causes variationsvolatility transmissionpolicy makerscrisis periodgrain pricesCovid -19 pandemic crisisJanuary 2002price changes
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