On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis

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Bibliographic Details
Published in:The journal of energy markets 2023-09
Main Authors: Kallandranis, Christos, Dimitriou, Dimitrios, Tsioutsios, Alexandros, Vlassas, Ioannis, Diakodimitriou, Danai
Format: Article
Language:English
Online Access:Get full text
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ISSN:1756-3607
1756-3615
DOI:10.21314/JEM.2023.029