Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Debdatta Pal & Subrata Kumar Mitra
| Year of publication: |
2020
|
|---|---|
| Authors: | Pal, Debdatta ; Mitra, Subrata Kumar |
| Subject: | Time-frequency dynamics | crude oil | agricultural commodities | return spillover | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Welt | World | Volatilität | Volatility | Agrarpreis | Agricultural price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1764482 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307706