Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures

In this study, we explored the impact of COVID-19 on the cross-correlations between crude oil and agricultural futures markets. A multifractal detrended cross-correlation analysis (MF-DCCA) approach was utilized to analyze the cross-correlations between the Brent crude oil and agricultural futures s...

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Detalles Bibliográficos
Autores principales: Wang, Jian, Shao, Wei, Kim, Junseok
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7225722/
https://www.ncbi.nlm.nih.gov/pubmed/32421108
http://dx.doi.org/10.1016/j.chaos.2020.109896

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7225722/
https://www.ncbi.nlm.nih.gov/pubmed/32421108
http://dx.doi.org/10.1016/j.chaos.2020.109896

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