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Can I read Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain on EtoBox?
Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain by Muhammad Abubakr Naeem; Sitara Karim; Mudassar Hasan; Brian M. Lucey; Sang Hoon Kang is a Economics, Econometrics and Finance article available to read on EtoBox.
What is Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain about?
Oil shocks demonstrate an effective economic event in the face of several unprecedented financial challenges. The current study endeavors to investigate the nexus between oil shocks and agriculture commodities with portfolio implications. Building on the novel techniques of time-and frequency spillovers and portfolio analysis, we unlocked the potential connectedness networks as well as diversification and trading strategies for investors and portfolio managers. Our findings document strong intra and weaker inter-connectedness between oil shocks and agriculture commodities with greater time-varying spillovers in the short-and long-run. We framed valuable intuitions for policymakers, macro-prudential authorities, investors, and portfolio managers.
Who reads Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Muhammad Abubakr Naeem; Sitara Karim; Mudassar Hasan; Brian M. Lucey; Sang Hoon Kang
- Publisher
- Elsevier BV
- Published
- 2022
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)