Asymmetric risk spillovers between oil and agricultural commodities - Shahzad, Syed Jawad Hussain; Hernandez, Jose Arreola; Al-Yahyaee, Khamis Hamed; Jammazi, Rania (Energy policy, 2018)
Keywords: Agricultural commodities; Agricultural economics; Agriculture; Agronomy; Asymmetry; Business administration; Commodities; Commodity brokers; Commodity prices; Corn; CoVaR; Crude oil; Crude oil prices; Dependence; Economic factors; Economics; education; Energy policy; farms; Global economy; Health care expenditures; Health education; Humanities and Social Sciences; laws and regulations; Legislation; markets; Oil prices; oils; Petroleum; Policy making; Prices; Pricing; Rice; Risk; Risk spillovers; Social costs; Soya beans; Soybeans; Spillover effect; Static and time-varying copulas; Symmetry; Wheat; Oil prices; C5; CoVaR; Agricultural commodities; G1; Static and time-varying copulas; G14; Risk spillovers