Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures

Keyphrases

• Agricultural Futures 100%
• COVID-19 Impact 100%
• Crude Oil Futures 100%
• Futures Markets 75%
• Agricultural Futures Markets 75%
• Orange Juice 50%
• Crude Oil 50%
• Multifractality 50%
• COVID-19 50%
• Brent Crude Oil 50%
• COVID-19 Influence 50%
• Wheat 25%
• Cotton 25%
• Multifractal 25%
• Detrended Cross-correlation Analysis 25%
• Multifractal Properties 25%
• DCCA Coefficient 25%
• Crude Oil Futures Market 25%

Food Science

• Orange Juice 100%

Material Science

• Petroleum 100%