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Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures
In this study, we explored the impact of COVID-19 on the cross-correlations between crude oil and agricultural futures markets. A multifractal detrended cross-correlation analysis (MF-DCCA) approach was utilized to analyze the cross-correlations between the Brent crude oil and agricultural futures s...
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| Publicado no: | Chaos Solitons Fractals |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier Ltd.
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7225722/ https://ncbi.nlm.nih.gov/pubmed/32421108 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.chaos.2020.109896 |
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