Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks

Title
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
Authors
Keywords
Oil, Agricultural commodities, Copula models, Geopolitical risks
Journal
ENERGY
Volume 219, Issue -, Pages 119584
Publisher
Elsevier BV
Online
2020-12-16
DOI
10.1016/j.energy.2020.119584

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