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1
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
2
The
volatility
linkage between energy and agricultural futures markets with external shocks
Han, Liyan
;
Jin, Jiayu
;
Wu, Lei
;
Zeng, Hongchao
- In:
International review of financial analysis
68
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012301084
Saved in:
3
Markov switching GARCH models for Bayesian
hedging
on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
4
Markov switching GARCH models for Bayesian
hedging
on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
5
Correlation asymmetry and implication on
hedging
Trabelsi, Abdelwahed
;
Ennabli, Asma
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011862371
Saved in:
6
Dynamic correlations and
volatility
spillovers between subsectoral clean-energy stocks and commodity futures markets : a
hedging
perspective
Coskun, Merve
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1727-1749
Persistent link: https://www.econbiz.de/10014433002
Saved in:
7
Volatility
effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.
;
Dawson, Philip J.
- In:
Journal of agricultural economics
68
(
2017
)
3
,
pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
Saved in:
8
Volatility
transmission and
volatility
impulse response functions in crude oil markets
Jin, Xiaoye
;
Lin, Sharon X. W.
;
Tamvakis, Michael
- In:
Energy economics
34
(
2012
)
6
,
pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
Saved in:
9
Volatility
transmission in agricultural futures markets
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economic modelling
36
(
2014
),
pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
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10
Financial speculation in energy and
agriculture
futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
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