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Dynamic spillovers among major energy and cereal commodity prices

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243

Persistent link: https://www.econbiz.de/10010504821

Crude oil and biofuel agricultural commodity prices

Coronado, Semei; Rojas, Omar; Romero, Rafael; Serletis, … - In: Uncertainty, expectations and asset price dynamics : …, (pp. 107-123). 2018

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Metal volatility in presence of oil and interest rate shocks

Hammoudeh, Shawkat; Yuan, Yuan - In: Energy economics 30 (2008) 2, pp. 606-620

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Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399

Persistent link: https://www.econbiz.de/10008655098

The cyclical behavior of monthly NYMEX energy prices

Serletis, Apostolos; Kemp, Todd - In: Energy economics 20 (1998) 3, pp. 265-271

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Special issue on Dynamics of oil and commodities prices

Manera, Matteo (ed.); Serletis, Apostolos (ed.) - 2018

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Introduction to Macroeconomic dynamics Special issue on dynamics of oil and commodities prices

Manera, Matteo; Serletis, Apostolos - In: Macroeconomic dynamics 22 (2018) 3, pp. 541-545

Persistent link: https://www.econbiz.de/10011916642

The Ethanol Mandate and Crude Oil and Biofuel Agricultural Commodity Price Dynamics

Serletis, Apostolos - 2018

We investigate mean and volatility spillovers between the crude oil market and the main biofuel feedstock markets (corn, soybean, and sugar). In doing so, we estimate a four-variable vector error correction (VEC) GARCH-in-Mean model with a BEKK representation for the variance equation, and also...

Persistent link: https://www.econbiz.de/10012915231

Asymmetric adjustments in oil and metals markets

Hammoudeh, Shawkat; Chen, Li-Hsueh; Fattouh, Bassam - In: The energy journal 31 (2010) 4, pp. 183-203

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Humps in the volatility structure of the crude oil futures market : new evidence

Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000

Persistent link: https://www.econbiz.de/10010355994