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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

Persistent link: https://www.econbiz.de/10009760820

The impacts of rising energy prices on non-energy sectors in Australia

Valadkhani, Abbas; Babacan, Alperhan; Dabir-Alai, Parviz - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 4, pp. 386-395

Persistent link: https://www.econbiz.de/10011483636

Systematic approach to the budgeting of municipalities in terms of applying adjustment policies of energy prices

Shahdani, Mahdi Sadeghi - In: Journal of urban economics and management : a quarterly … 4 (2016) 13, pp. 165-178

Persistent link: https://www.econbiz.de/10011560640

Energy price transmissions during extreme movements

Joëts, Marc - In: Economic modelling 40 (2014), pp. 392-399

Persistent link: https://www.econbiz.de/10010425586

Spillovers between food and energy prices and structural breaks

Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015

This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting from four recent events, namely: 1) the 2006 food...

Persistent link: https://www.econbiz.de/10010498617