Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy Economics 43 (2014) C, pp. 225-243
deals with the dynamic return and volatility spillovers across international energy and cereal commodity markets. It also … examines the impacts of three types of OPEC news announcements on the volatility spillovers and persistence in these markets …