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Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong; Yu, Cindy L.; Hayes, Dermot James - 2009
Persistent link: https://www.econbiz.de/10003896163
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Dynamics of bioful stock prices : a Bayesian approach
Du, Xiaodong; Hayes, Dermot James; Yu, Cindy L. - In: American journal of agricultural economics 93 (2011) 2, pp. 418-425
Persistent link: https://www.econbiz.de/10009374050
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Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong; Yu, Cindy L.; Hayes, Dermot James - In: Energy economics 33 (2011) 3, pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
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Dynamics of biofuel stock prices : a Bayesian approach
Du, Xiaodong; Hayes, Dermot James; Yu, Cindy - 2009
Persistent link: https://www.econbiz.de/10003896222
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A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
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MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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Inside the black box : the price linkage and transmission between energy and agricultural markets
Du, Xiaodong; MacPhail, Lucy H. - In: The energy journal 33 (2012) 2, pp. 171-194
Persistent link: https://www.econbiz.de/10009568821
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Discussion of volatility in agribusiness-oriented asset markets : peeking through a Bayesian window
Tobias, Justin L. - In: American journal of agricultural economics 93 (2011) 2, pp. 441-443
Persistent link: https://www.econbiz.de/10009374044
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Responses to market information and the impact on price volatility and trading volume : the case of Class III milk futures
Du, Xiaodong; Dong, Fengxia - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 661-678
Persistent link: https://www.econbiz.de/10011455309
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Disentangling corn price volatility : the role of global demand, speculation, and energy
McPhail, Lihong Lu; Du, Xiaodong; Muhammad, Andrew - In: Journal of agricultural and applied economics 44 (2012) 3, pp. 401-410
Persistent link: https://www.econbiz.de/10009675941