Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
Author:
Affiliation:
1. Northern Border University College of Business Administration Kingdom of Saudi Arabia
2. University of Gabès Institut Supérieur de Gestion de Gabès Gabès Tunisia
Funder
Northern Borders University
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1096
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4. Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models: The Case of the Sugar‐Ethanol‐Oil Nexus in Brazil
5. Cajueiro D. O. &Tabak B. M.(2007).Long‐range dependence and multifractality in the term.
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