The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes

By Walid Mensi, Aviral Kumar Tiwari, Elie Bouri, David Roubaud, K. Al-Yahyaee. 2017

114 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c74e0e98a45d64d79131ea7345a0fb3e41893b2e