Does Oil Spin the Commodity Wheel? Quantile Connectedness with a Common Factor Error Structure across Energy and Agricultural Markets

Mamata Parhi, Martin Enilov, Xiaoran Zhou

Research output: Contribution to journal › Article › peer-review

Keywords

@article{4a31cb110edc4cedae609aad849c47a7,

title = "Does Oil Spin the Commodity Wheel? Quantile Connectedness with a Common Factor Error Structure across Energy and Agricultural Markets",

keywords = "Crude oil, Agricultural markets, Quantile Connectedness, Russia-Ukraine conflict, COVID-19 pandemic",

author = "Mamata Parhi and Martin Enilov and Xiaoran Zhou",

year = "2024",

month = mar,

day = "14",

language = "English",

volume = "132 (2024)",

journal = "Energy Economics",

publisher = "Elsevier",

number = "107468",

}

TY - JOUR

T1 - Does Oil Spin the Commodity Wheel? Quantile Connectedness with a Common Factor Error Structure across Energy and Agricultural Markets

AU - Parhi, Mamata

AU - Enilov, Martin

AU - Zhou, Xiaoran

PY - 2024/3/14

Y1 - 2024/3/14

KW - Crude oil

KW - Agricultural markets

KW - Quantile Connectedness

KW - Russia-Ukraine conflict

KW - COVID-19 pandemic

M3 - Article

VL - 132 (2024)

JO - Energy Economics

JF - Energy Economics

IS - 107468

ER -