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Volatility spillover between oil and agricultural commodity markets

2012516 citationsJournal Articlegreen Open Access

Authors

Şaban Nazlıoğlu · Pamukkale University

Cumhur Erdem · Tokat Gaziosmanpaşa Üniversitesi

Uğur Soytaş · Middle East Technical University

Topics & Keywords

Market Dynamics and Volatility Energy, Environment, Economic Growth Energy, Environment, and Transportation Policies

UN Sustainable Development Goals

Zero hunger

Publication Details

Published in: Energy Economics

Volume 36, pp. 658-665

DOI: 10.1016/j.eneco.2012.11.009

Field-Weighted Citation Impact: 62.12

Volatility spillover between oil and agricultural commodity markets | Researchclopedia