Quantile time− frequency connectedness between energy and agriculture markets: a study during the COVID-19 crisis and the Russo− Ukrainian conflict

M Yousfi, H Bouzgarrou - Journal of Financial Economic Policy, 2024 - emerald.com
Quantile time−frequency connectedness between energy and agriculture markets: a study
during the COVID-19 crisis and the Russo−Ukrainian conflict | Emerald Insight Books and …

Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods

CMC Inacio Jr, L Kristoufek, SA David - Physica A: Statistical Mechanics …, 2025 - Elsevier
This paper investigates the dynamic interrelationships between West Texas Intermediate
(WTI) prices and various energy commodities including Brent crude oil futures, Brent spot …

Monetary policy and food price inflation: the case of Hungary

T Bareith, I Fertő - Journal of Agribusiness in Developing and …, 2024 - emerald.com
Purpose We analyze the role of monetary policy shocks on food inflation in Hungary from
January 2007 to March 2023, including the period of the COVID-19 crisis and the Russo …

Dynamic connectedness and volatility spillover in the Brazilian agricultural market in the context of the Covid-19 pandemic

DHD Capitani, LE Gaio - Estudos Econômicos (São Paulo), 2024 - SciELO Brasil
Agricultural commodities price volatilities experienced an increase in the period of 2006-
2008 and since then, the shocks from the global crises have been affecting these markets …

An Econophysics Perspective on Green Bonds and Stock Market Nexus: Can Green Finance be an Investment Option for Emerging Stock Markets?

T Acikgoz - Fluctuation and Noise Letters, 2024 - ui.adsabs.harvard.edu
Green bonds are one of the most fascinating financial innovations that offer a solution to
climate change and sustainable development from the financial point of view. In this study …

[PDF][PDF] Volatilidade de preços agrícolas no brasil sob a óptica da pandemia da covid-19

AF BIZZO - repositorio.unicamp.br
RESUMO A pandemia da covid-19 afetou a economia global, e não diferente, teve reflexos
no Brasil. Apesar desse cenário e da alta nos preços dos alimentos em escala global, o …