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Frechette, Darren L.; Fackler, Paul L. - In: American journal of agricultural economics 81 (1999) 4, pp. 761-771

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Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

Expectations and commodity price dynamics : the overshooting model

Frankel, Jeffrey A. - In: American journal of agricultural economics 68 (1986) 2, pp. 344-348

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Sharp breaks or smooth shifts? : an investigation of the evolution of primary commodity prices

Enders, Walter; Holt, Matthew T. - In: American journal of agricultural economics 94 (2012) 3, pp. 659-673

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Bayesian state-space estimation of stochastic volatility for storable commodities

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Dynamic persistence of primary commodity prices

Ghoshray, Atanu - In: American journal of agricultural economics 95 (2013) 1, pp. 153-164

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Short- and long-run determinants of commodity price volatility

Karali, Berna; Power, Gabriel J. - In: American journal of agricultural economics 95 (2013) 3, pp. 724-738

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On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices

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Consumer and market responses to mad cow disease

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Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries

Mohapatra, Sandeep; Goodhue, Rachael E.; Carter, Colin Andre - In: American journal of agricultural economics 92 (2010) 1, pp. 152-163

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