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~isPartOf:"Applied economics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Frank, J."
~person:"Gubareva, Mariya"
~person:"Smyth, Russell"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
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2
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
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Time-varying risk premium : further evidence in agricultural futures markets
Frank, J.
;
Garcia, P.
- In:
Applied economics
41
(
2009
)
4/6
,
pp. 715-725
Persistent link: https://www.econbiz.de/10003830756
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