Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Year of publication: |
2019
|
---|---|
Authors: | Kang, Sang Hoon ; Tiwari, Aviral Kumar ; Albulescu, Claudiu Tiberiu ; Yoon, Seong-min |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-14
|
Subject: | Agriculture commodity market | Frequency domain spillover | Network analysis | Oil and | Prices connectedness | Ölpreis | Oil price | Agrarpreis | Agricultural price | Erdöl | Petroleum | Welt | World | Rohstoffpreis | Commodity price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Unternehmensnetzwerk | Business network | Agraraußenhandel | International agricultural trade |
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