Multiscale downside risk interdependence between the major agricultural commodities

Author:

Živkov Dejan1ORCID,Đurašković Jasmina2,Gajić‐Glamočlija Marina3

Affiliation:

1. Department of Economics and Finance Novi Sad Business School, University of Novi Sad Novi Sad Serbia

2. Department of Economics Project Management College Beograd Serbia

3. Department of Economics, Faculty of Economics and Engineering Management University Business Academy South Bačka Serbia

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Geography, Planning and Development,Food Science

Reference41 articles.

1. Business cycle synchronization and the Euro: A wavelet analysis

2. Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory;Ahroum R.;International Journal of Finance and Economics,2019

3. Estimation and performance assessment of value‐at‐risk and expected shortfall based on long‐memory GARCH‐class models;Aloui C.;Finance a uvěr‐Czech Journal of Economics and Finance,2015

4. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets

5. Volatility transmission in agricultural futures markets

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Multi-frequency downside risk interconnectedness between soft agricultural commodities;Agricultural Economics (Zemědělská ekonomika);2023-08-11

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