Return and volatility transmission between oil price shocks and agricultural commodities

This paper studies the connectedness between oil price shocks and agricultural commodities. Our sample period ranges from January 2002 to July 2020, covering the three global crises; Global Financial Crisis, the European sovereign debt crisis and Covid-19 pandemic crisis. We employ Granger causality...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Gubareva, Mariya, Naeem, Muhammad, Akhter, Ayesha
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7894939/
https://www.ncbi.nlm.nih.gov/pubmed/33606770
http://dx.doi.org/10.1371/journal.pone.0246886

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7894939/
https://www.ncbi.nlm.nih.gov/pubmed/33606770
http://dx.doi.org/10.1371/journal.pone.0246886

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