Volatility spillover between oil and agricultural commodity markets
Year of publication: |
2013
|
---|---|
Authors: | Nazlıoğlu, Şaban ; Erdem, Cumhur ; Soytas, Ugur |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 658-665
|
Subject: | Oil prices | Agricultural commodity prices | Volatility spillover | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Agrarpreis | Agricultural price | Welt | World | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
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