Exploring dynamic extreme dependence of oil and agricultural markets
Khalid M. Kisswani, Amine Lahiani, Mahelet G. Fikru
| Year of publication: |
2025
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|---|---|
| Authors: | Kisswani, Khalid M. ; Lahiani, Amine ; Fikru, Mahelet G. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 99.2025, Art.-No. 104032, p. 1-19
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| Subject: | Oil price | Food price | Copula | Co-movement | Ölpreis | Lebensmittelpreis | Ölmarkt | Oil market | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Agrarpreis | Agricultural price | Agrarmarkt | Agricultural market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.104032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015454547