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 journalArticlepeer-review

Original languageEnglish
JournalEnergy Economics
Publication statusSubmitted - Aug 2023

Keywords

  • Crude oil
  • Agricultural markets
  • Quantile Connectedness
  • Russia-Ukraine conflict
  • COVID-19 pandemic

Cite this