How does oil price volatility affect non-energy commodity markets?

Applied Energy

Volumn 89, Issue 1, 2012, Pages 273-280

  Ji, Qiang ^a   Fan, Ying ^a  

^a Chinese Academy of Science   (China)

Author keywords

Crude oil market; Dynamic correlation; Non energy commodity market; Volatility spillover

Indexed keywords

COSTS; CRUDE OIL;

BIVARIATE; COMMODITY MARKETS; CRUDE OIL MARKET; DYNAMIC CORRELATION; ECONOMIC RECESSION; EGARCH MODELS; FINANCIAL CRISIS; MARKET PRICE; NON-ENERGY; OIL PRICE VOLATILITY; OIL PRICES; PRICE VOLATILITY; TIME VARYING; US DOLLAR; VOLATILITY SPILLOVERS;

COMMERCE;

BIOFUEL; COMMODITY PRICE; CORRELATION; CRUDE OIL; FINANCIAL CRISIS; FOSSIL FUEL; OIL INDUSTRY; PRICE DETERMINATION; SPILLOVER EFFECT;

EID: 80053299228     PISSN: 03062619     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apenergy.2011.07.038     Document Type: Article

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