Dynamic spillovers among major energy and cereal commodity prices

By Walid Mensi, Shawkat Hammoudeh, Duc Khuong Nguyen, Seong‐Min Yoon. 2014

251 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/9d8c26b0484e7507dbfeff84e325272dc9db0f44

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sang Hoon Kang
2. Seong‐Min Yoon
3. Ron P. McIver
4. Duc Khuong Nguyen
5. Mohamed Arouri
6. Amine Lahiani
7. George Filis
8. Stavros Degiannakis *

Citations in the corpus

• Forecasting oil price realized volatility using information channels from other asset classes (2017, unknown): “6 See, inter alia, Aloui and Jammazi (2009), Sari et al. (2010), Arouri et al. (2011), Aloui et al. (2013), Souček and Todorova (2013, 2014), Mensi et al. (2014), Antonakakis et al. (2014), Sadorsky (2014), Phan et al. (2015), IEA (2015), Ferraro et al. (2015).”
• Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2017, background): “These changes have increased the fundamental importance for governments, speculative traders, producers, and consumers, of analysing links between shocks and volatility across these markets (Mensi et al., 2013, 2014).”