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Dynamic interconnectedness between agricultural and food commodities and various asset classes: A TVP-VAR analysis and portfolio hedging strategies

Hadi Esmaeilpour Moghadam & Emad Sharifbagheri

Investment Analysts Journal2026https://doi.org/10.1080/10293523.2026.2627032article
AJG 1ABDC B
Weight
0.50

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https://doi.org/https://doi.org/10.1080/10293523.2026.2627032

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@article{hadi2026,
  title        = {{Dynamic interconnectedness between agricultural and food commodities and various asset classes: A TVP-VAR analysis and portfolio hedging strategies}},
  author       = {Hadi Esmaeilpour Moghadam & Emad Sharifbagheri},
  journal      = {Investment Analysts Journal},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/10293523.2026.2627032},
}

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Dynamic interconnectedness between agricultural and food commodities and various asset classes: A TVP-VAR analysis and portfolio hedging strategies

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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