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Keywords: Cross-quantilogram
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Journal Articles
Journal of Economic and Administrative Sciences 1–30.
Published: 24 July 2026
... on the price behavior of ten major agricultural and dairy commodities. Design/methodology/approach The empirical framework integrates a Nonlinear Autoregressive Distributed Lag (NARDL) model to capture long-run structural asymmetries with a Cross-Quantilogram (CQ) approach to identify state-dependent...
