Volatility spillover between oil and agricultural commodity markets

Energy Economics

Volumn 36, Issue , 2013, Pages 658-665

  Nazlioglu, Saban ^a   Erdem, Cumhur ^b   Soytas, Ugur ^c  

^a PAMUKKALE UNIVERSITY   (Turkey)

^b GAZIOSMANPASA UNIVERSITY   (Turkey)

^c MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

Author keywords

Agricultural commodity prices; Oil prices; Volatility spillover

Indexed keywords

AGRICULTURAL COMMODITIES; AGRICULTURAL MARKETS; CAUSALITY TEST; DAILY DATUM; FOOD PRICES; IMPULSE RESPONSE ANALYSIS; IMPULSE RESPONSE FUNCTIONS; OIL MARKET; OIL PRICE VOLATILITY; OIL PRICES; VOLATILITY SPILLOVERS; VOLATILITY TRANSMISSIONS;

AGRICULTURE; COMMERCE; COSTS; IMPULSE RESPONSE; SOYBEAN OIL; SUGARS;

OILS AND FATS;

AGRICULTURAL MARKET; COMMODITY MARKET; COMMODITY PRICE; ENERGY MARKET; FOOD MARKET; OIL SUPPLY; SPILLOVER EFFECT;

GLYCINE MAX; TRITICUM AESTIVUM; ZEA MAYS;

EID: 84874330253     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.11.009     Document Type: Article

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