Dynamic Volatility Spillovers Between Agricultural and Energy Commodities
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DOI: 10.22004/ag.econ.355613
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- Vladimir Asriyan & William Fuchs & Brett Green, 2017.
"Information Spillovers in Asset Markets with Correlated Values,"
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- Vladimir Asriyan & William Fuchs & Brett Green, 2015. "Information spillovers in asset markets with correlated values," Economics Working Papers 1482, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2016.
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Keywords
Resource/Energy Economics and Policy;Statistics
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