On the links between stock and commodity markets' volatility

Energy Economics

Volumn 37, Issue , 2013, Pages 16-28

  Creti, Anna ^a,b   Joëts, Marc ^a   Mignon, Valérie ^a,c  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^b ECOLE POLYTECHNIQUE   (France)

^c CEPII   (France)

Author keywords

Commodities; Correlations; DCC GARCH; Financial crisis; Stock market; Volatility

Indexed keywords

COMMODITIES; CORRELATIONS; DCC-GARCH; FINANCIAL CRISIS; STOCK MARKET; VOLATILITY;

BEVERAGES; FINANCE;

COMMERCE;

COMMODITY MARKET; CORRELATION; FINANCIAL CRISIS; STOCK MARKET;

THEOBROMA CACAO;

EID: 84873945607     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.01.005     Document Type: Article

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