Economic spillovers between related derivatives markets: The case of commodity and freight markets-Reference-Cited by-同舟云学术

Economic spillovers between related derivatives markets: The case of commodity and freight markets

Published:2014-08 Issue: Volume:68 Page:79-102
ISSN:1366-5545
Container-title:Transportation Research Part E: Logistics and Transportation Review
language:en
Short-container-title:Transportation Research Part E: Logistics and Transportation Review

Author:

Kavussanos Manolis G.,Visvikis Ilias D.,Dimitrakopoulos Dimitris N.

Publisher

Elsevier BV

Subject

Transportation,Business and International Management,Civil and Structural Engineering

Reference70 articles.

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3. On the interdependence of international asset markets;Baillie,1995

4. Volatility transmission in agricultural futures markets;Beckmann;Econ. Model.,2014

5. Time varying risk premia and forecastable returns in futures markets;Bessembinder;J. Financ. Econ.,1992

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