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Quantile connectedness in agri-commodity markets: What has changed over past six decades?
Agri commodities have been investigated in the past to determine their inter-relationships. However, no study has checked their risk spillover/connectedness for six decades using extreme quantiles. Various shocks (positive/negative) often pose challenges to these commodities over the past six decade...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9976314/ https://www.ncbi.nlm.nih.gov/pubmed/36873517 http://dx.doi.org/10.1016/j.heliyon.2023.e13463 |