elsewhere is from burning fossil fuels for electricity, heat, and transportation. The price of fuel influences carbon emissions …, but the price of carbon emissions can also influence the price of fuel. Owing to the importance of carbon emissions and … volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …

's subsequent volatility in both spot and futures markets. Financial derivatives, which are not only highly representative of the … futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the US energy and financial … sectors in both spot and futures markets, by using "generated regressors" and a multivariate conditional volatility model …

The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility … spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility …

relationship and the interactions on price and volatility, with special focus on the covolatility spillover effects for these two … volatility or covolatility in another asset, between the energy and agricultural industries is the primary emphasis of the paper … sought to find a relationship among commodity prices. Only a few published papers have been concerned with volatility …

This paper studies asymmetric price responses of individual firms, via daily retail prices of almost all gasoline … the stations respond asymmetrically to changes in the spot market price. Hence, asymmetric pricing is not a feature of the …

in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by … estimating an EGARCH model. It turns out the volatility process is asymmetrical: an unexpected increase in the producer price has … a larger effect on the variance of the producer price than an unexpected decrease. We do not find strong evidence for …