Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
the bivariate VAR-GARCH models, we do not find any evidence of volatility linkage between oil and agricultural product …Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity … markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal …