Investigating the spillovers between energy, food, and agricultural commodity markets : new insights from the quantile coherency approach
Rabeh Khalfaoui, Umer Shahzad, Mahdi Ghaemi Asl, Sami Ben Jabeur
Year of publication: |
2023
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Authors: | Khalfaoui, Rabeh ; Shahzad, Umer ; Asl, Mahdi Ghaemi ; Jabeur, Sami Ben |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 88.2023, p. 63-80
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Subject: | Agricultural commodity | Co-movements | Energy | Food | Quantile coherency |
Saved in:
Online Resource