Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Year of publication: |
2019
|
---|---|
Authors: | Fernandez-Diaz, Jose M. ; Morley, Bruce |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 47.2019, p. 174-194
|
Subject: | CDCC | Commodity return | Crude oil price | Regime change | Time-varying correlation | Volatility | Volatilität | Ölpreis | Oil price | Welt | World | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Korrelation | Correlation | Warenbörse | Commodity exchange | ARCH-Modell | ARCH model | Erdöl | Petroleum | Schätzung | Estimation |
-
Fernandez, Jose M., (2015)
-
Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M., (2021)
-
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji, (2022)
- More ...
-
Dave, Dhaval, (2012)
-
Dave, Dhaval, (2015)
-
Suicide and organ donors : spillover effects of mental health insurance mandates
Fernandez, Jose M., (2015)
- More ...