@article{hernandez:hal-02159274, TITLE = {{Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach}}, AUTHOR = {Hernandez, Jose Areola and Shahzad, Syed Jawad Hussain and Uddin, Gazi Salah and Kang, Sang Hoon}, URL = {https://rennes-sb.hal.science/hal-02159274}, JOURNAL = {{Resources Policy}}, PUBLISHER = {{Elsevier}}, VOLUME = {62}, PAGES = {588-601}, YEAR = {2019}, MONTH = Aug, DOI = {10.1016/j.resourpol.2018.11.007}, KEYWORDS = {Predictability ; Energy market oil prices ; Agricultural commodities ; Precious metals ; Extreme quantile dependence}, HAL_ID = {hal-02159274}, HAL_VERSION = {v1}, }