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      Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

      Author(s): , , ,
      Publication date Created:
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      Journal: Energy Economics
      Publisher: Elsevier BV

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          Testing for a unit root in time series regression

          PETER C. B. PHILLIPS, Pierre Perron (1988)
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            Better to give than to receive: Predictive directional measurement of volatility spillovers

            Francis X Diebold, Kamil Yilmaz (2012)
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              Generalized impulse response analysis in linear multivariate models

              H.Hashem Pesaran, Yongcheol Shin (1998)
              Article 0 comments Cited 646 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Energy Economics
                Abbreviated Title: Energy Economics
                Publisher: Elsevier BV
                ISSN (Print): 01409883
                Publication date Created: September 2022
                Publication date (Print): September 2022
                Volume: 113
                Page: 106235
                Article
                DOI: 10.1016/j.eneco.2022.106235
                SO-VID: fdc3f779-9d10-4399-9584-2b7d1f9d59c4
                Copyright © © 2022
                License:

                https://www.elsevier.com/tdm/userlicense/1.0/

                https://doi.org/10.15223/policy-017

                https://doi.org/10.15223/policy-037

                https://doi.org/10.15223/policy-012

                https://doi.org/10.15223/policy-029

                https://doi.org/10.15223/policy-004

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