Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - Energy Economics, 2013 - Elsevier
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

Volatility spillover between oil and agricultural commodity markets

Ş NAZLIOĞLU, C ERDEM, U SOYTAŞ - ENERGY ECONOMICS, 2013 - avesis.metu.edu.tr
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

[PDF][PDF] Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - 2012 - academia.edu
Saban Nazlioglu a, 1, Cumhur Erdem b, 2, Ugur Soytas c,⁎ a Department of Econometrics,
Pamukkale University, Denizli, Turkey b Department of Economics, Gazi Osmanpasa …

Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - 2013 - commons.wmu.se
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - Energy Economics, 2013 - ui.adsabs.harvard.edu
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - Energy Economics, 2013 - ideas.repec.org
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

[PDF][PDF] Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - 2012 - researchgate.net
Saban Nazlioglu a, 1, Cumhur Erdem b, 2, Ugur Soytas c,⁎ a Department of Econometrics,
Pamukkale University, Denizli, Turkey b Department of Economics, Gazi Osmanpasa …

Volatility spillover between oil and agricultural commodity markets

Ş NAZLIOĞLU, C ERDEM, U Soytaş - 2013 - open.metu.edu.tr
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

[引用][C] Volatility spillover between oil and agricultural commodity markets

S NAZLIOGLU, C ERDEM, U SOYTAS - Energy economics, 2013 - pascal-francis.inist.fr
Volatility spillover between oil and agricultural commodity markets CNRS Inist Pascal-Francis
CNRS Pascal and Francis Bibliographic Databases Simple search Advanced search Search by …

Volatility spillover between oil and agricultural commodity markets

S Nazlioglu, C Erdem, U Soytas - Energy Economics, 2013 - infona.pl
This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …