Multifractal cross-correlation analysis between crude oil and agricultural futures markets : evidence from Russia–Ukraine conflict
Luiz Eduardo Gaio and Daniel Henrique Dario Capitani
| Year of publication: |
2025
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|---|---|
| Authors: | Gaio, Luiz Eduardo ; Capitani, Daniel Henrique Dario |
| Published in: |
Journal of agribusiness in developing and emerging economies : JADEE. - Bingley : Emerald, ISSN 2044-0847, ZDB-ID 2623963-2. - Vol. 15.2025, 1, p. 19-42
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| Subject: | Commodity markets | Agricultural | Russian–Ukraine conflict | Cross-correlation | Volatility | Volatilität | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Ölpreis | Oil price | Agrarpreis | Agricultural price | Agrarprodukt | Agricultural product | Rohstoffpreis | Commodity price | Agrarmarkt | Agricultural market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JADEE-11-2022-0252 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015271906