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

Authors
Wang, JianShao, WeiKim, Junseok
Issue Date
7월-2020
Publisher
PERGAMON-ELSEVIER SCIENCE LTD
Keywords
Agricultural futures; Cross-correlations; Crude oil; Multifractaity
Citation
CHAOS SOLITONS & FRACTALS, v.136
Indexed
SCIE
SCOPUS
Journal Title
CHAOS SOLITONS & FRACTALS
Volume
136
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/54955
DOI
10.1016/j.chaos.2020.109896
ISSN
0960-0779
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