Dynamic correlation between crude oil and agricultural futures markets
Zhuo Chen, Bo Yan, Hanwen Kang
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Zhuo ; Yan, Bo ; Kang, Hanwen |
| Published in: |
Review of development economics : an essential resource for any development economist. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9361, ZDB-ID 2006400-7. - Vol. 26.2022, 3, p. 1798-1849
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| Subject: | agricultural commodities | Brent crude oil | dynamic correlation | dynamic equicorrelation model | portfolio analysis | West Texas Intermediate crude oil | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Ölmarkt | Oil market | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Hedging | ARCH-Modell | ARCH model | Agrarpreis | Agricultural price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/rode.12885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013329684