Connectedness Among Edible Oil and Oilseeds
Commodity Derivatives, Supervised by Prof. Prabina Rajib, 2023
- Determined whether the connectedness between edible oil commodities acts as a hedge against economic policy uncertainties.
- Examined the interconnectivity between edible oil markets through TVP-VAR using the Kalman Filter estimator.
- Calculated Dynamic Total Connectedness, Net Directional Connectedness & Net-Pairwise Directional Connectedness.
- The TCI shows a moderate level of connectedness with a value of 45.62%, with Soybean being the most dominant commodity and Rapeseed meal the least.