Narrow search
Showing 1 - 10 of 681
Cover Image
Energy and agricultural commodity markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The energy journal 40 (2019) 2, pp. 265-296
Persistent link: https://www.econbiz.de/10012037451
Cover Image
Do energy prices stimulate food price volatility? : examining volatility transmission between US oil, ethanol and corn markets
Gardebroek, Cornelis; Hernandez, Manuel A. - In: Energy economics 40 (2013), pp. 119-129
Persistent link: https://www.econbiz.de/10010349598
Cover Image
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Cover Image
How market efficiency and the theory of storage link corn and ethanol markets
Mallory, Mindy L.; Irwin, Scott H.; Hayes, Dermot James - In: Energy economics 34 (2012) 6, pp. 2157-2166
Persistent link: https://www.econbiz.de/10009688801
Cover Image
Volatility spillovers in US crude oil, ethanol, and corn futures markets
Trujillo-Barrera, Andrés; Mallory, Mindy; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 2, pp. 247-262
Persistent link: https://www.econbiz.de/10009675250
Cover Image
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
Cover Image
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - In: The journal of futures markets 42 (2022) 5, pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Cover Image
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Cover Image
Volatility linkages between energy and agricultural commodity prices
López Cabrera, Brenda; Schulz, Franziska - 2013
In this paper we investigate price and volatility risk originating in linkages between energy and agricultural commodity prices in Germany and study their dynamics over time. We propose an econometric approach to quantify the volatility and correlation risk structure, which has a large impact...
Persistent link: https://www.econbiz.de/10009792252
Cover Image
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong; Gong, Xu - In: Energy economics 87 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012512419