Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil
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DOI: 10.1016/j.resourpol.2019.101511
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More about this item
Keywords
Nonlinear ARDL; Agricultural commodities; Oil prices; Asymmetric cointegration;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
Statistics
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