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Dynamic spillovers among major energy and cereal commodity prices

Listed author(s):
  • Walid Mensi
  • Shawkat Hammoudeh
  • Duc Khuong Nguyen
  • Seong-Min Yoon

Over the past decade, the sharp increases in the prices of oil and agricultural commodities have raised serious concerns about the heightened volatility of these markets and the possible negative interactions between them. This article deals with the dyna

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Paper provided by Department of Research, Ipag Business School in its series Working Papers with number 2014-160.

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Length: 36 pages
Date of creation: 01 Jan 2014
Handle: RePEc:ipg:wpaper:2014-160
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