Melas, K.D.; Faitatzoglou, A.; Michail, N.A.; Artemiou, A. Volatility Spillovers among the Major Commodities: A Review. J. Risk Financial Manag.2024, 17, 365.
Melas, K.D.; Faitatzoglou, A.; Michail, N.A.; Artemiou, A. Volatility Spillovers among the Major Commodities: A Review. J. Risk Financial Manag. 2024, 17, 365.
Melas, K.D.; Faitatzoglou, A.; Michail, N.A.; Artemiou, A. Volatility Spillovers among the Major Commodities: A Review. J. Risk Financial Manag.2024, 17, 365.
Melas, K.D.; Faitatzoglou, A.; Michail, N.A.; Artemiou, A. Volatility Spillovers among the Major Commodities: A Review. J. Risk Financial Manag. 2024, 17, 365.
Abstract
The integration of commodities into stock exchanges marked a pivotal moment in the analysis of price dynamics. Commodities, essential for both daily sustenance and industrial processes, encompass hard commodities like metals and energy, alongside soft commodities such as agricultural produce. This paper investigates the implications of commodity price volatility on commercial and financial landscapes, recognizing its profound impact on global economies. This study employs a meticulous methodology, delineated into four stages: identification, control, and final selection of academic articles, culminating in their tabulation. Methodologically, a literature review serves as the primary tool for data acquisition, with a focus on existing scientific knowledge to bridge gaps and propose avenues for further inquiry. Drawing from reliable sources, including Google Scholar and Science Direct, the research navigates through a wealth of scholarly discourse on commodity market dynamics. By analyzing trends in academic publications, particularly focusing on the interplay between volatility spillover and gold, this paper provides insights into the evolution of research paradigms over time. Ultimately, this paper not only synthesizes existing knowledge but also identifies lacunae for future investigation, thereby contributing to a deeper understanding of the complexities surrounding commodity markets and their ramifications on global economies.
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
