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Karoline Krätschell & Torsten Schmidt. (2017) Long-run waves or short-run fluctuations – what establishes the correlation between oil and food prices?. Applied Economics 49:54, pages 5535-5546.
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Ahmed Ghorbel, Wajdi Hamma & Anis Jarboui. (2017) Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies. Journal of Applied Statistics 44:9, pages 1509-1542.
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Jamal Bouoiyour & Refk Selmi. (2015) Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model. The Journal of International Trade & Economic Development 24:2, pages 201-227.
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