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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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Bibliographische Detailangaben
Veröffentlicht in:Chaos Solitons Fractals
Hauptverfasser: Wang, Jian, Shao, Wei, Kim, Junseok
Format: Artigo
Sprache:Inglês
Veröffentlicht: Elsevier Ltd. 2020
Schlagworte:
Online Zugang: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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