The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes

Walid Mensi, Aviral Tiwari, Elie Bouri, David Roubaud, Khamis H. Al-Yahyaee

Research output: Contribution to journalArticle

32 Citations (Scopus)

Fingerprint Dive into the research topics of 'The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes'. Together they form a unique fingerprint.

Business & Economics

Engineering & Materials Science