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- W2899112019 endingPage "383" @default.
- W2899112019 startingPage "366" @default.
- W2899112019 abstract "Abstract Using an instrumental variable quantile regression technique, this paper assesses whether country risk and financial uncertainty exert an impact on energy commodity futures prices under different commodity conditional return distributions over the period from January 1994 to July 2017. We also discuss whether the correlations change with different dimensions of country risk, that is economic, financial, and political. The results reveal that country risk and financial stress do have a significant impact on energy commodity returns of futures contracts with different maturities, but their direction, intensity, and significance differ, caused by the distinct market situations and divergent channels of country risk." @default.
- W2899112019 created "2018-11-09" @default.
- W2899112019 creator A5048052041 @default.
- W2899112019 creator A5057737387 @default.
- W2899112019 creator A5082666630 @default.
- W2899112019 date "2018-11-02" @default.
- W2899112019 modified "2023-10-05" @default.
- W2899112019 title "Do country risk and financial uncertainty matter for energy commodity futures?" @default.
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