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Co-movement of major energy, agricultural, and food commodity price returns : a time-series assessment
De Nicola, Francesca; De Pace, Pierangelo; Hernandez, … - In: Energy economics 57 (2016), pp. 28-41
Persistent link: https://www.econbiz.de/10011698260
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High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Luo, Jiawen; Ji, Qiang - In: Energy economics 76 (2018), pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
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How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.; Ibarra, Raul; Trupkin, Danilo R. - In: European review of agricultural economics : ERAE 41 (2014) 2, pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
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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
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen; Marfatia, Hardik A.; Ji, Qiang; Klein, Tony - In: Energy economics 117 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
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Examining the dynamic relation between spot and futures prices of agricultural commodities
Hernandez, Manuel A.; Torero, Máximo - In: Commodity market review : CMR (2008/2009), pp. 47-86
Persistent link: https://www.econbiz.de/10009500451
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Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404
Persistent link: https://www.econbiz.de/10012817783