Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
| Autor: | Kumar, Satish a, ∗, Tiwari, Aviral Kumar b, Raheem, Ibrahim Dolapo c, Hille, Erik d |
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| Zdroj: | In Resources Policy August 2021 72 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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