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Assessing the Relationship Between Crude Oil and Commodities Prices: Evidence from Tranquil and Crisis Periods

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  • Daglis, Theodoros
  • Rezitis, Anthony N.
  • Mishra, Ashok K.

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  • Daglis, Theodoros & Rezitis, Anthony N. & Mishra, Ashok K., 2025. "Assessing the Relationship Between Crude Oil and Commodities Prices: Evidence from Tranquil and Crisis Periods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Preprint), March.
    • Handle: RePEc:ags:jlaare:349180
    DOI: 10.22004/ag.econ.349180
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    References listed on IDEAS

    as
    1. Hillary C. Ezeaku & Simplice A. Asongu & Joseph Nnanna, 2020. "Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks," Working Papers 20/101, European Xtramile Centre of African Studies (EXCAS).
    2. Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
    3. Evans, George W, 1991. "Pitfalls in Testing for Explosive Bubbles in Asset Prices," American Economic Review, American Economic Association, vol. 81(4), pages 922-930, September.
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