Volatility linkages between energy and agricultural commodity prices
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- López Cabrera, Brenda & Schulz, Franziska, 2016. "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, vol. 54(C), pages 190-203.
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Cited by:
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More about this item
Keywords
Energy; Agriculture; Biodiesel; Commodities; Interdependencies; Volatility Spillovers;JEL classification:
- G19 - Financial Economics - - General Financial Markets - - - Other
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
- Q49 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Other
- Q59 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2013-09-24 (Agricultural Economics)
- NEP-ALL-2013-09-24 (All new papers)
- NEP-RMG-2013-09-24 (Risk Management)
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