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Applied Economics Letters Volume 21, 2014 - Issue 17
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Original Articles

Correlation evidence in the dynamics of agricultural commodity prices

Raphaël Homayoun BoroumandESG Management School, Economics, Paris75011, France
,
Stephane GoutteUniversité Paris 8 (LED), 93526Saint-Denis Cedex, France
,
Simon PorcherUniversité Paris Est (IRG), 94010Créteil, FranceCorrespondence[email protected]
&
Thomas PorcherESG Management School, Economics, Paris75011, France
Pages 1238-1242 | Published online: 02 Jun 2014

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Raphaël Homayoun Boroumand, Stéphane Goutte, Simon Porcher & Thomas Porcher. (2017) Jumps and volatility dynamics in agricultural commodity spot prices. Applied Economics 49:40, pages 4035-4054.
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Articles from other publishers (2)

Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng & Wei-Xing Zhou. (2022) Correlation structure analysis of the global agricultural futures market. Research in International Business and Finance 61, pages 101677.
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Dejan Živkov, Biljana Stankov, Milijana Roganović & Mirela Momčilović. (2022) Dynamic correlation between selected cereals traded in commodity exchange market in AP Vojvodina. Ekonomika poljoprivrede 69:2, pages 395-410.
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