Dynamic Interrelationships in Hard Wheat Basis Markets
نویسندگان
چکیده
منابع مشابه
Dynamic Correlation between Oil Markets and Financial Markets and Oil and Petrochemical Industries in Iran
In this paper we study the effect of volatility in Brent oil prices on the important indices of financial markets in Iran, as well as the return on gold, from 2008 to 2018 using the Multivariate Exponential GARCH Model (MVEGARCH). We also use the ADCC-FIGARCH model to examine the asymmetric dynamic conditional correlation between Brent oil prices and financial markets in Iran. The results of th...
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ژورنال
عنوان ژورنال: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie
سال: 2012
ISSN: 0008-3976
DOI: 10.1111/j.1744-7976.2012.01262.x