Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Xiaodong Du; Cindy L. Yu; Dermot J. Hayes
| Year of publication: |
2011
|
|---|---|
| Authors: | Du, Xiaodong ; Yu, Cindy L. ; Hayes, Dermot James |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 3, p. 497-503
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Spekulation | Speculation | Rohstoffpreis | Commodity price | Agrarpreis | Agricultural price | USA | United States | 1998-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009266859