The asymmetric relationship between Baltic Dry Index and commodity spot prices : evidence from nonparametric causality-in-quantiles test
Year of publication: |
2023
|
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Authors: | Bandyopadhyay, Arunava ; Rajib, Prabina |
Published in: |
Mineral economics : raw materials report. - Berlin : Springer, ISSN 2191-2211, ZDB-ID 2628059-0. - Vol. 36.2023, 2, p. 217-237
|
Subject: | BDI | Causality | Commodity | Freight | Price | Quantiles | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Schätzung | Estimation |
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