Diversification properties of coffee futures: a safe-haven commodity, another risky asset or something in between?

Additional Metadata
Keywords	safe-haven, coffee, crisis, diversification, hedge, quantile regression
Thesis Advisor	Abudy, Meni, Luo, Mancy
Persistent URL	hdl.handle.net/2105/68221
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Damjan, Blaž. (2023). Diversification properties of coffee futures: a safe-haven commodity, another risky asset or something in between?. In Finance & Investments.http://hdl.handle.net/2105/68221

Publication