Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - Institut de Préparation à l'Administration et à la … - 2014
Over the past decade, the sharp increases in the prices of oil and agricultural commodities have raised serious concerns about the heightened volatility of these markets and the possible negative interactions between them. This article deals with the dynamic return and volatility spillovers...