The global financial crisis has vigorously struck major financial markets around the world, in
particular in the developed economies since they have suffered the most. However, some …

This paper examines the price discovery and volatility spillovers between spot and futures
as well as futures prices of three strategically linked oil markets viz., ICE, MCX and NYMEX …

This paper investigates the nature of volatility spillovers between precious metals returns
over the 1995-July 2007 period. We analyzed daily closing values for precious metals data …

In a period of great oil price volatility, the paper assesses the role of expected net demand
compared to liquidity and leverage driven expansion in net long positions. We apply time …

This paper studies the co-movements between the daily returns of forwards on natural gas
traded in the NYMEX with maturity of 1, 2 and 3 months. We identify a structural multivariate …

This thesis examines the interlinkages between equity, currency, precious metals and oil
markets. The study follows an international approach with a special focus on emerging …

Raúl de Jesús Gutiérrez1 Abstract This paper sets out to use the bivariate VEC-EGARCH
model with constant correlations to ana Page 1 Volume 49, Number 192, January-March 2018 …

Analyzing Price Volatility and Supply Response of Duck Eggs in the Philippines for Industry
Development Implications Relative to Page 1 Annals of Studies in Science and Humanities …

Este trabajo propone el modelo VEC-EGARCH bivariado con correlaciones constantes para
analizar el proceso de transmisión de la media y volatilidad entre mercados de futuros de …

This article investigates the impact of commodity transaction tax, in effect from 1 July 2013,
on the information linkages for the Indian commodity market. We use daily data on five …