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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...

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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

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