Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets

Author:

Wei YuORCID,Wang YizhiORCID,Vigne Samuel A.,Ma Zhenyu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference102 articles.

1. Frequency dynamics of interdependence between crude oil and agri-food markets: Evidence from wavelet coherence analysis;Abbas;Energy Econ.,2018

2. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Policy,2021

3. Dynamics of oil price shocks, food price volatility and their spillover effects on the Nigerian economy;Adeniran;Energy Rep.,2020

4. Spillovers between food and energy prices and structural breaks;Al-Maadid;Int. Econ.,2017

5. Life cycles of agriculturally relevant ENSO teleconnections in North and South America;Anderson;Int. J. Climatol.,2017

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