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Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach

Bibliographic Details
Title: Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
Authors: Yahya, Muhammad, Oglend, Atle, Dahl, Roy Endré
Source: In Energy Economics May 2019 80:277-296
Database: ScienceDirect
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ISSN:01409883
DOI:10.1016/j.eneco.2019.01.011
Published in:Energy Economics
Language:English