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Munich Personal RePEc Archive

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3 February 2023

Furuoka, Fumitaka and Yaya, OlaOluwa S and Ling, Piu Kiew and Al-Faryan, Mamdouh Abdulaziz Saleh and Islam, M. Nazmul (2023): Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. Published in: Resources Policy

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