Links between US and Turkish agricultural commodity Markets: Nonlinear dependence and tail risk

Keyphrases

• Nonlinear Dependence 100%
• Agricultural Commodity Markets 100%
• Tail Risk 100%
• Regression Function 66%
• Agricultural Markets 66%
• Market Dependence 66%
• Spot Market 66%
• Tail Dependence 66%
• Global Warming 33%
• Wheat 33%
• COVID-19 Pandemic 33%
• Barley 33%
• Function Approach 33%
• Energy Market 33%
• Dependence Analysis 33%
• Brent Oil 33%
• Derivative Markets 33%
• Market Linkage 33%
• Foreign Exchange Rate 33%
• Asymmetric Risk Spillovers 33%
• Market Exchange 33%
• Agricultural Commodity Futures Markets 33%
• Tail Events 33%
• Financial Markets 33%
• Dependence Measure 33%
• War in Ukraine 33%

Economics, Econometrics and Finance

• Nonlinear Dependence 100%
• Agricultural Commodity Market 100%
• Agricultural Market 66%
• Spillover Effect 33%
• Exchange Rate 33%
• Commodity Derivative 33%
• Derivatives Market 33%
• Financial Market 33%
• Time Series 33%

Food Science

• Maize 100%