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The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta - In: Applied economics 56 (2024) 15, pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
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Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta; Mitra, Subrata Kumar - In: Economic modelling 82 (2019), pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
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Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta; Mitra, Subrata Kumar - In: Applied economics 52 (2020) 49, pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706