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Volatility spillover from oil to food and agricultural raw material markets
Kaltalioglu, Muge; Soytas, Ugur - In: Modern economy 2 (2011) 2, pp. 71-76
Persistent link: https://www.econbiz.de/10009316268
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Oil price, agricultural commodity prices, and the dollar : a panel cointegration and causality analysis
Nazlıoğlu, Şaban; Soytas, Ugur - In: Energy economics 34 (2012) 4, pp. 1098-1104
Persistent link: https://www.econbiz.de/10009687360
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Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban; Erdem, Cumhur; Soytas, Ugur - In: Energy economics 36 (2013), pp. 658-665
Persistent link: https://www.econbiz.de/10009724616