Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using … markets during the sample period used. We, however, document that oil market sends volatility to both metal and non-energy …Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity …
