Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

This paper represents an analysis of the spillover effects and time-frequency connectedness between crude oil prices and agricultural commodity markets using both the spillover index of Diebold and Yilmaz (2012) and the wavelet coherence model to evaluate whether the time-varying return spillover in...

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Detalles Bibliográficos
Autor principal: Hung, Ngo Thai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8434820/
https://www.ncbi.nlm.nih.gov/pubmed/34539035
http://dx.doi.org/10.1016/j.resourpol.2021.102236

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8434820/
https://www.ncbi.nlm.nih.gov/pubmed/34539035
http://dx.doi.org/10.1016/j.resourpol.2021.102236

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