Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Debdatta Pal, Subrata K. Mitra
| Year of publication: |
2019
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|---|---|
| Authors: | Pal, Debdatta ; Mitra, Subrata Kumar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 82.2019, p. 453-466
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| Subject: | Agricultural commodities | Multivariate GARCH | Conditional correlation | Crude oil | Hedging | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Korrelation | Correlation | Ölpreis | Oil price | Welt | World | Erdöl | Petroleum | Volatilität | Volatility | Agrarpreis | Agricultural price | Agrarproduktion | Agricultural production | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.05.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203189