Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures

Title
Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures
Authors
Keywords
Crude oil, Agricultural futures, Multifractaity, Cross-correlations
Journal
CHAOS SOLITONS & FRACTALS
Volume 136, Issue -, Pages 109896
Publisher
Elsevier BV
Online
2020-05-15
DOI
10.1016/j.chaos.2020.109896

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