The asymmetric relationship between Baltic Dry Index and commodity spot prices : evidence from nonparametric causality-in-quantiles test
Arunava Bandyopadhyay, Prabina Rajib
| Year of publication: |
2023
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|---|---|
| Authors: | Bandyopadhyay, Arunava ; Rajib, Prabina |
| Published in: |
Mineral economics : raw materials report. - Berlin : Springer, ISSN 2191-2211, ZDB-ID 2628059-0. - Vol. 36.2023, 2, p. 217-237
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| Subject: | BDI | Causality | Commodity | Freight | Price | Quantiles | Rohstoffpreis | Commodity price | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13563-021-00287-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014251398