Dynamic linkages in agricultural and energy markets : a quantile impulse response approach
Year of publication: |
2024
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Authors: | Wang, Linjie ; Chavas, Jean-Paul ; Li, Jian |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Oxford : Blackwell, ISSN 1574-0862, ZDB-ID 1499675-3. - Vol. 55.2024, 4, p. 639-676
|
Subject: | copula | dynamic response | multivariate distribution | prices | quantile | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Energiemarkt | Energy market | Multivariate Analyse | Multivariate analysis | Landwirtschaft | Agriculture | Schätzung | Estimation |
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