Temporal and spectral dependence between crude oil and agricultural commodities : a wavelet-based copula approach
Muhammad Yahya, Atle Oglend, Roy Endré Dahl
| Year of publication: |
2019
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|---|---|
| Authors: | Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endré |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 277-296
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| Subject: | Agricultural commodities | Copula | Crude oil | Dependence | Wavelet analysis | Multivariate Verteilung | Multivariate distribution | Ölpreis | Oil price | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Zustandsraummodell | State space model | Agrarpreis | Agricultural price | Welt | World | Rohstoffpreis | Commodity price | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012172436