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Assessing the Relationship Between Crude Oil and Commodities Prices: Evidence from Tranquil and Crisis Periods

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  • Daglis, Theodoros
  • Rezitis, Anthony N.
  • Mishra, Ashok K.

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Suggested Citation

  • Daglis, Theodoros & Rezitis, Anthony N. & Mishra, Ashok K., . "Assessing the Relationship Between Crude Oil and Commodities Prices: Evidence from Tranquil and Crisis Periods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 50(2).
    • Handle: RePEc:ags:jlaare:349180
    DOI: 10.22004/ag.econ.349180
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    References listed on IDEAS

    as
    1. Hillary C. Ezeaku & Simplice A. Asongu & Joseph Nnanna, 2020. "Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks," Working Papers 20/101, European Xtramile Centre of African Studies (EXCAS).
    2. Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
    3. Robles, Miguel & Torero, Maximo & von Braun, Joachim, 2009. "When speculation matters," Issue Briefs 49999, CGIAR, International Food Policy Research Institute (IFPRI).
    4. Evans, George W, 1991. "Pitfalls in Testing for Explosive Bubbles in Asset Prices," American Economic Review, American Economic Association, vol. 81(4), pages 922-930, September.
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