Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
Energy and agricultural commodities and markets have been examined extensively, albeit separately, for a number of years. In the energy literature, the returns, volatility and volatility spillovers (namely, the delayed effect of a returns shock in one asset on the subsequent volatility or covolatili...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-06-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1996-1073/11/6/1595 |