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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...
Autor principal: | Hung, Ngo Thai |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2021
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Materias: | |
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 |
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