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

Energy Economics - Tập 113 - Trang 106235 - 2022
Aviral Kumar Tiwari1,2, Emmanuel Joel Aikins Abakah3, Adeolu O. Adewuyi4, Chien-Chiang Lee5
1Indian Institute of Management (IIM) Bodh Gaya, Gaya, India
2Department of Land Economy, University of Cambridge, United Kingdom
3University of Ghana Business School, Accra, Ghana
4Department of Economics & School of Business, University of Ibadan, Ibadan, Nigeria
5School of Economics and Management, Nanchang University, Nanchang, China

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