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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

Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing

Cifarelli, Giulio; Paesani, Paolo - In: The energy journal 42 (2021) 5, pp. 101-122

Persistent link: https://www.econbiz.de/10013170656

Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets

Behmiri, Niaz Bashiri; Manera, Matteo; Nicolini, Marcella - In: The energy journal 40 (2019) 2, pp. 55-76

Persistent link: https://www.econbiz.de/10012037403

Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops

Pal, Debdatta; Mitra, Subrata Kumar - In: Economic modelling 82 (2019), pp. 453-466

Persistent link: https://www.econbiz.de/10012203189

Investigating spillover effects between foreign exchange rate volatility and commodity price volatility in Uganda

Katusiime, Lorna - In: Economies : open access journal 7 (2019) 1/1, pp. 1-17

This study investigates the impact of commodity price volatility spillovers on financial sector stability. Specifically …, the study investigates the spillover effects between oil and food price volatility and the volatility of a key …/USD) exchange rate. Volatility spillover is examined using the Generalized Vector Autoregressive (GVAR) approach and Multivariate …

Persistent link: https://www.econbiz.de/10012021528

Volatility spillovers between crude oil prices and new energy stock price in China

Chen, Yufeng; Li, Wenqi; Jin, Xi - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 43-62

Persistent link: https://www.econbiz.de/10012020110

Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - In: Energy economics 34 (2012) 5, pp. 1683-1692

Persistent link: https://www.econbiz.de/10009687959

Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets

Hegerty, Scott W. - In: The North American journal of economics and finance : a … 35 (2016), pp. 23-37

Persistent link: https://www.econbiz.de/10011672281

Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China

Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457

Persistent link: https://www.econbiz.de/10014446777

Sentiment-prone investors and volatility dynamics between spot and futures markets

Corredor, Pilar; Ferrer, Elena; Santamaría Aquilué, Rafael - In: International review of economics & finance : IREF 35 (2015), pp. 180-196

Persistent link: https://www.econbiz.de/10011333698