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

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

93 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.

Social Sciences

Mathematics