Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach

Journal of Quantitative Economics(2024)

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摘要
This paper explores the role of crude oil in determining corn prices for data on the weekly front future prices in the United States. With 38
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关键词
Nonlinear price transmission,Crude oil price,Agricultural prices,MARS,JEL classification: C22,Q41,Q16
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