How to combine precious metals with corn in a risk-minimizing two-asset portfolio?
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DOI: 10.17221/411/2020-AGRICECON
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- Adewuyi, Adeolu O. & Adeleke, Musefiu A. & Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel, 2023. "Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method," Resources Policy, Elsevier, vol. 83(C).
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Keywords
different risk measures; dynamic correlations; dynamic weights;All these keywords.
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