- Alaei Borujeni, P., & Farnam, A., & Abdoli, M., & Hamidpour Zare, S., & Tolouei, Z., & Khosravi, K., & Azami, A., & Varmazyari, H., & Razani, B. (2020). About Leap in production (2) Its requirements in the fields of agriculture, housing, transportation and rural development. Deputy of Infrastructure and Production Affairs Researchs, The Research Center of Islamic legislative Assembly, 17127. (In Farsi)
- Amiri, S., & Homayounifar, M., & Karimzadeh, M., & Falahi, M. (2015). Examination Of Dynamic Correlation Between Major Assets in Iran by DCC-GARCH Approach. Journal Of Sustainable Growth and Development (The Economic Research), 15(2), 183-201. (In Farsi)
- Azam, A. H. M., Sarmidi, T., Nor, A. H. S. M., & Zainuddin, M. R. K. (2020). Co-Movement among World Vegetable Oil Prices: A Wavelet-Based Analysis. International Journal of Business and Society, 21(3), 1068-1086.
- Campa, J. M., & Goldberg, L. S. (2005). Exchange rate pass-through into import prices. The Review of Economics and Statistics, 87(4), 679–690.
- Chou, K. W. (2019). Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices. The North American Journal of Economics and Finance, 49, 331-351.
- de Nicola, F., De Pace, P., & Hernandez, M. A. (2016). Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment. Energy Economics, 57, 28-41.
- Engle, R. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics, 20(3), 339-350.
- Fernandez, V. (2015). Commodity price excess co-movement from a historical perspective: 1900–2010. Energy Economics, 49, 698-710.
- Fernández-Avilés, G., Montero, J. M., & Sanchis-Marco, L. (2020). Extreme downside risk co-movement in commodity markets during distress periods: A multidimensional scaling approach. The European Journal of Finance, 26(12), 1207-1237.
- Glosten, L. R., Jagannathan, R., & Runkle, D. E. (1993). On the relation between the expected value and the volatility of the nominal excess return on stocks. The journal of finance, 48(5), 1779-1801.
- Hodrick, R. J. and Prescott, E.C. (1997). Postwar U.S. Business Cycle: An Empirical Investigation. Journal of Money, Credit and Banking, Vol. 29: 1-16.
- Koenker, R., & Bassett Jr, G. (1978). Regression quantiles. Econometrica: journal of the Econometric Society, 33-50.
- Koenker, R., & Hallock, K. F. (2001). Quantile regression. Journal of economic perspectives, 15(4), 143-156.
- Ma, Y., & Wang, J. (2019). Co-movement between oil, gas, coal, and iron ore prices, the Australian dollar, and the Chinese RMB exchange rates: A copula approach. Resources Policy, 63, 101471.
- MORADI, M., & Ahanghari, A., & Arman, S. (2019). Co-movement and causality between Assets Market (housing and financial assets): in Iran Economy: Wavelet analysis. JOURNAL OF APPLIED ECONOMICS STUDIES IN IRAN, 7(28), 163-181. (In Farsi)
- Ncube, M., Tessema, D. B., & Gurara, D. Z. (2014). Volatility and Co-movement in Commodity Prices: New Evidence. African Development Bank: Background Paper.
- Ogunmola, O. O., Obayelu, A. E., & Akinbode, S. O. (2017). Volatility and co-movement: an analysis of food commodity prices in Nigeria. Agricultura Tropica et Subtropica, 50(3), 129-139.
- Ohashi, K., & Okimoto, T. (2016). Increasing trends in the excess comovement of commodity prices. Journal of Commodity Markets, 1(1), 48-64.
- Pishabar, E., Pakrooh, P., & Ghahremanzadeh, M. (2017). An Analysis Correlation between Oil Prices, Exchange Rate and Imported Inputs of Poultry Industry in Iran: Using Vine-Copula Approach, Journal of Economics and Agricultural Development, 31(3), 207-215. (In Farsi)
- Pishbahar, E., Ferdosi, R., & Assadollahpour, F. (2019). Price Transmission in The Market of Chicken Meat: Autoregressive Switching Markov Models (MSAR). Iranian Journal of Agricutural Economics and Development Research, 50(1), 1-17. (In Farsi)
- Song, M., Fang, K., Zhang, J., & Wu, J. (2019). The co-movement between Chinese oil market and other main international oil markets: a DCC-MGARCH approach. Computational Economics, 54(4), 1303-1318.
- Tanaka, T., & Guo, J. (2020). How does the self-sufficiency rate affect international price volatility transmissions in the wheat sector? Evidence from wheat-exporting countries. Humanities and Social Sciences Communications, 7(1), 1-13.
- Yuan, X., Tang, J., Wong, W. K., & Sriboonchitta, S. (2020). Modeling co-movement among different agricultural commodity markets: A Copula-GARCH approach. Sustainability, 12(1), 393
|
