Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Published:2017-02 Issue: Volume:62 Page:19-32
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Kang Sang Hoon,McIver Ron,Yoon Seong-Min

Funder

Ministry of Education of the Republic of Korea

National Research Foundation of Korea

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference80 articles.

1. Volatility equicorrelation: a cross-market perspective;Aboura;Econ. Lett.,2014

2. Volatility returns with vengeance: financial markets vs. commodities;Aboura;Res. Int. Bus. Financ.,2015

3. Dynamic conditional correlation: on properties and estimation;Aielli;J. Bus. Econ. Stat.,2013

4. Impact of speculation and economic uncertainty on commodity markets;Andreasson;Int. Rev. Financ. Anal.,2016

5. Dynamic spillovers between commodity and currency markets;Antonakakis;Int. Rev. Financ. Anal.,2015

Cited by 442 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute;International Review of Economics & Finance;2024-11

2. How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts;Energy Economics;2024-10

3. Tail connectedness: Measuring the volatility connectedness network of equity markets during crises;Pacific-Basin Finance Journal;2024-10

4. How electricity and natural gas prices affect banking systemic risk;Research in International Business and Finance;2024-10

5. Immigration remittances, agricultural investment, and household wealth accumulation;Finance Research Letters;2024-10

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3