Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
Sign Up to like & getrecommendations! Published in 2020 at "Energy"
DOI: 10.1016/j.energy.2020.119584
Abstract: The link between energy and agricultural markets have been studied extensively in the last two decades. Nonetheless, the literature fails to consider the effects of geopolitical risks (GPRs), geopolitical risks due to acts and GPRs… read more here.
Keywords: geopolitical risks; dependence oil; oil; agricultural commodities ... See more keywords
Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
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DOI: 10.1080/02664763.2016.1155107
Abstract: ABSTRACT The aim of this work is to study in a first step the dependence between oil and some commodity prices (cotton, rice, wheat, sucre, coffee, and silver) using copula theory, and then in a… read more here.
Keywords: dependence; time; dependence oil; oil commodity ... See more keywords