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Understanding return and volatility spillovers among major agricultural commodities

Citations

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Cited by:

  1. Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-577, Department of Research, Ipag Business School.
  2. Hamadi, Hassan & Bassil, Charbel & Nehme, Tamara, 2017. "News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil," Research in International Business and Finance, Elsevier, vol. 41(C), pages 148-157.
  3. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  4. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  5. Behmiri, Niaz Bashiri & Manera, Matteo & Nicolini, Marcella, 2016. "Understanding Dynamic Conditional Correlations between Commodities Futures Markets," ESP: Energy Scenarios and Policy 232223, Fondazione Eni Enrico Mattei (FEEM).
  6. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  7. repec:ipg:wpaper:2014-464 is not listed on IDEAS
  8. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  9. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  10. Marinella Davide & Paola Vesco, 2016. "Alternative Approaches for Rating INDCs: a Comparative Analysis," Working Papers 2016.18, Fondazione Eni Enrico Mattei.
  11. repec:ipg:wpaper:2014-547 is not listed on IDEAS
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  15. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  16. Dejan Živkov & Jovan Njegić & Marko Pećanac, 2019. "Multiscale interdependence between the major agricultural commodities," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(2), pages 82-92.
  17. repec:ipg:wpaper:2014-480 is not listed on IDEAS
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  27. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  28. repec:ipg:wpaper:2014-523 is not listed on IDEAS
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