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Applied Economics Volume 49, 2017 - Issue 22
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Original Articles

A common factor of stochastic volatilities between oil and commodity prices

Eunhee LeeInstitute of Life Science and Natural Resources, Department of Food and Resource Economics, Korea University, Seoul, KoreaView further author information
,
Doo Bong HanDepartment of Food and Resource Economics, Korea University, Seoul, KoreaCorrespondence[email protected]
View further author information
&
Rodolfo M. Nayga Jr.University of Arkansas, Korea University, NBER, and Norwegian Institute of Bioeconomy Research, Fayetteville, AR, USAView further author information
Pages 2203-2215 | Published online: 20 Oct 2016

Citations (3)

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Read on this site (1)

Debdatta Pal & Subrata Kumar Mitra. (2020) Time-frequency dynamics of return spillover from crude oil to agricultural commodities. Applied Economics 52:49, pages 5426-5445.
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Articles from other publishers (2)

Farhad Habibi, Ripon K. Chakrabortty & Alireza Abbasi. (2023) Towards facing uncertainties in biofuel supply chain networks: a systematic literature review. Environmental Science and Pollution Research.
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Hualin Xie & Bohao Wang. (2017) An Empirical Analysis of the Impact of Agricultural Product Price Fluctuations on China’s Grain Yield. Sustainability 9:6, pages 906.
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