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10.1016/j.chaos.2020.109896 http://scihub22266oqcxt.onion/10.1016/j.chaos.2020.109896 32421108!7225722!32421108     free     free     free Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Chaos+Solitons+Fractals 2020 ; 136 (ä): 109896 Nephropedia Template TP {{tp|p=32421108|t=2020. Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures |pdf=|usr=}}{{32421108}} gab.com Text Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures JO: Chaos Solitons Fractals http://www.kidney.de/pget.php?&tw=1&pmid=32421108 #FOAvip In this study, we explored the impact of COVID-19 on the cross-correlations between crude oil and agricultural futures markets. A multifractal detrended cross-correlation analysis (MF-DCCA) approach was utilized to analyze the cross-correlations between the Brent crude oil and agricultural futures such as London Sugar, London Wheat, USA Cotton #2, and USA Orange Juice futures. We initially confirmed their correlations by calculating the DCCA coefficient. Then, from the multifractal aspect, the cross-correlations were further explored, and the sources for forming the correlations were discussed. The results show that the Brent Crude Oil has the strongest cross-correlation with London Sugar Future market among other three agricultural future markets. Then we investigated the influence of COVID-19 on the cross-correlations of multifractality between crude oil and agricultural futures. The experimental results indicated that the persistence under the influence of COVID-19 became stronger, and the cross-correlations of multifractality between crude oil and sugar future market is the strongest. In addition, the cross-correlations of all the agricultural futures increased after the emergence of COVID-19 except the orange juice future market. In general, COVID-19 has a great impact on the cross-correlation of multifractal property between crude oil and most selected agricultural future markets. Twit Text FOAVip Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures ????Chaos Solitons Fractals http://www.kidney.de/pget.php?&tw=1&pmid=32421108 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32421108 #FOAvip English Wikipedia <ref>{{Cite pmid|32421108}}</ref> Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures #MMPMID32421108 Wang J; Shao W; Kim J Chaos Solitons Fractals 2020[Jul]; 136 (ä): 109896 PMID32421108show ga In this study, we explored the impact of COVID-19 on the cross-correlations between crude oil and agricultural futures markets. A multifractal detrended cross-correlation analysis (MF-DCCA) approach was utilized to analyze the cross-correlations between the Brent crude oil and agricultural futures such as London Sugar, London Wheat, USA Cotton #2, and USA Orange Juice futures. We initially confirmed their correlations by calculating the DCCA coefficient. Then, from the multifractal aspect, the cross-correlations were further explored, and the sources for forming the correlations were discussed. The results show that the Brent Crude Oil has the strongest cross-correlation with London Sugar Future market among other three agricultural future markets. Then we investigated the influence of COVID-19 on the cross-correlations of multifractality between crude oil and agricultural futures. The experimental results indicated that the persistence under the influence of COVID-19 became stronger, and the cross-correlations of multifractality between crude oil and sugar future market is the strongest. In addition, the cross-correlations of all the agricultural futures increased after the emergence of COVID-19 except the orange juice future market. In general, COVID-19 has a great impact on the cross-correlation of multifractal property between crude oil and most selected agricultural future markets. äAnalysis of the impact of COVID-19 on the correlations between crude o(epmc).pdf DeepDyve Pubget Overpricing