Does oil spin the commodity wheel? : quantile connectedness with a common factor error structure across energy and agricultural markets
Xiaoran Zhou, Martin Enilov, Mamata Parhi
| Year of publication: |
2024
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|---|---|
| Authors: | Zhou, Xiaoran ; Enilov, Martin ; Parhi, Mamata |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 132.2024, Art.-No. 107468, p. 1-27
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| Subject: | 2022 Russia-Ukraine conflict | Agricultural markets | COVID-19 | Crude oil | Quantile connectedness | Agrarmarkt | Agricultural market | Erdöl | Petroleum | Welt | World | Coronavirus | Ölmarkt | Oil market | Ölpreis | Oil price | Volatilität | Volatility | Landwirtschaft | Agriculture |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107468 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047392