Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices

This paper analyzes the time-frequency spillover effects between food and crude oil markets, two particularly important commodity markets, under the impact of the pandemic. Using the BK frequency domain spillover index and the rolling window method, we explore the spillover effects between the food...

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Detalles Bibliográficos
Autores principales: Cao, Yan, Cheng, Sheng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8460398/
https://www.ncbi.nlm.nih.gov/pubmed/34584328
http://dx.doi.org/10.1016/j.resourpol.2021.102364

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8460398/
https://www.ncbi.nlm.nih.gov/pubmed/34584328
http://dx.doi.org/10.1016/j.resourpol.2021.102364

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