Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities
Unlike previous studies investigating the interdependence and co-movements between different commodity prices, this paper examined the co-explosivity versus leading effects between the Brent oil prices and agricultural commodity prices. Empirically, we first date-stamped bubbles in the Brent and a s...
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| Format: | article |
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2023
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| Online Access: | http://dx.doi.org/10.1016/j.resourpol.2023.103331 https://www.sciencedirect.com/science/article/pii/S0301420723000399 http://hdl.handle.net/10576/54280 |
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