Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Year of publication: |
2020
|
---|---|
Authors: | Pal, Debdatta ; Mitra, Subrata Kumar |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 49, p. 5426-5445
|
Subject: | Time-frequency dynamics | crude oil | agricultural commodities | return spillover | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Welt | World | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Agrarpreis | Agricultural price |
-
Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M., (2021)
-
Luo, Jiawen, (2021)
-
Pal, Debdatta, (2019)
- More ...
-
Pal, Debdatta, (2015)
-
Mitra, Subrata Kumar, (2022)
-
Pal, Debdatta, (2022)
- More ...