Article · Journal · 2023

Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management

Fumitaka Furuoka, OlaOluwa Simon Yaya, Pui Kiew Ling, Mamdouh Abdulaziz Saleh Al-Faryan, M. Nazmul Islam

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Go to the publisher10.1016/j.resourpol.2023.103339