Cross-correlations between crude oil and agricultural commodity markets

By Li Liu. 2014

72 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/02bf4de517c86bfa405986c08154b414e3990a02

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Subrata Kumar Mitra
2. Debdatta Pal

In Finance

1. Subrata Kumar Mitra
2. Debdatta Pal

Citations in the corpus

• Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017, methodology): “Asymmetric price links have been assessed using nonlinear versions of ARDL (Ibrahim, 2015; Rafiq and Bloch, 2016), cross-correlation (e.g., Liu, 2014), Granger causality (e.g., Nazlioglu, 2011), and vector error correction models (VECM) such as the asymmetric VECM, threshold VECM, smooth transition…”