agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … transmission effects between EU and World butter prices. EU butter shocks further spillover to palm oil volatility. In addition …, there is evidence that oil prices spillover to World butter prices and World butter volatility. …

Using a modified DCC-MIDAS specification, we endogenize the long-term correlation between crude oil and stock price … future economic activity are helpful predictors of changes in the oil-stock correlation. For the period 1993-2011 there is …

While some of the recent surge of oil prices can be attributed to robust global demand at a time of tight production … empirical oil market model with heterogeneous speculators. Whereas trend-extrapolating chartists may tend to destabilize the … market, fundamentalists exercise a stabilizing effect on the price dynamics. Using monthly data for WTI oil prices, our STR …

While some of the recent surge of oil prices can be attributed to robust global demand at a time of tight production … empirical oil market model with heterogeneous speculators. Whereas trend-extrapolating chartists may tend to destabilize the … market, fundamentalists exercise a stabilizing effect on the price dynamics. Using monthly data for WTI oil prices, our STR …