Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets-Reference-Cited by-同舟云学术

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Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets

Published:2015-12 Issue: Volume:52 Page:217-227
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Jiang Jingze,Marsh Thomas L.,Tozer Peter R.

Funder

National Institute of Food and Agriculture, U.S. Department of Agriculture

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference72 articles.

1. A new look at the statistical model identification;Akaike;IEEE Trans. Autom. Control,1974

2. A new stochastic factor model: general explicit solutions;Alghalith;Appl. Math. Lett.,2009

3. What do we learn from the price of crude oil futures?;Alquist;J. Appl. Econ.,2010

4. Agricultural price volatility spillover effects: the case of Greece;Apergis;Eur. Rev. Agric. Econ.,2003

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