"Volatility Spillover from Oil to Food and Agricultural Raw Material Markets"
written by Muge Kaltalioglu, Ugur Soytas,
published by Modern Economy, Vol.2 No.2, 2011
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
[1] Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
2020
[2] Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture
2019
[3] Financial Innovation Management of Volatility Spillovers at Indian Gold Futures Market
2019
[4] Financialisation of the crude oil market: do non-commercial traders influence spot prices?
2019
[5] Institutional investors' stocks portfolio strategies and commodity prices: a cross-correlation analysis in a financialisation context
2019
[6] Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
2019
[7] Return and Volatility Spillover Between Emerging Stock Markets and Precious Metals
2018
[8] Interdependence between crude oil and world food prices: A detrended cross correlation analysis
Physica A: Statistical Mechanics and its Applications, 2018
[9] Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches
Physica A: Statistical Mechanics and its Applications, 2018
[10] Gelişmekte Olan Hisse Senedi Piyasaları İle Kıymetli Madenler Arasındaki Getiri ve Volatilite Yayılımı
Ege Academic Review, 2018
[11] Do spot food commodity and oil prices predict futures prices?
Review of Quantitative Finance and Accounting, 2018
[12] Oil Price Volatility Spillover Effects on Food Prices in Nigeria
2018
[13] Food prices in sub-Saharan Africa: four essays on grain prices, food aid, cross-border trade and fuel prices
2017
[14] Price Volatility of Food and Agricultural Commodities: A Case Study of Pakistan
Journal of Economic Cooperation & Development, 2017
[15] Temporal dynamics of volatility spillover: The case of energy markets
2017
[16] Price Relationships and Spillover Effects of Price Volatilities in Iran's Rice Market
International Journal of Agricultural Management and Development, 2017
[17] Volatility Spillover Between Oil Prices, Us Dollar Exchange Rates And International Agricultural Commodities Prices
2017
[18] A Volatility Analysis of Agricultural Commodity and Crude Oil Global Markets
2017
[19] Dynamic spillover between commodities and commodity currencies during United States QE
Energy Economics, 2017
[20] Multivariate GARCH to Measure Volatility Transmission Between Oil and Food Markets
2017
[21] Volatility spillover in seafood markets
Journal of Commodity Markets, 2017
[22] The Impact of Oil, Gas and Coal Prices on the Agricultural Trade of Turkey: A Cointegration Analysis
2017
[23] Identification and Characterization of Proteomic Regulations in the Cerebellum Region of Brain in MM1 and VV2 Subtypes of Sporadic Creutzfeldt-Jakob Disease (sCJD)
2016
[24] Volatility spillovers between food, energy and stock markets
6th Euro-African Conference in Economics and Finance, 2016
[25] Volatile agricultural markets, how much is oil to blame?
Dissertation, 2016
[26] Investigasi Hubungan Antara Harga Minyak Mentah Dunia Dan Harga Komoditi Pangan Domestik: Bukti Dari Indonesia
Dissertations and Theses, 2016
[27] WORLD OIL PRICES AND AGRICULTURAL COMMODITY PRICES IN TURKEY: EVIDENCE FROM SYMMETRIC AND ASYMMETRIC CAUSALITY TESTS
Journal of Applied Research in Finance and Economics, 2016
[28] Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis
Energy Economics, 2016
[29] The interactions between agricultural commodity and oil prices: an empirical analysis.
Agricultural Economics (Zemědělská Ekonomika), 2015
[30] The Effect of Oil Price Uncertainty on Food Price in South Africa
International Journal of Social, Education, Economics and Management Engineering, 2015
[31] Do Spot Prices Predict Future Futures Prices?
2015
[32] Volatility model estimations of palm oil price returns via long-memory, asymmetric and heavy-tailed GARCH parameterization
Malaysian Journal of Mathematical Sciences, 2014
[33] On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
Energy Economics, 2014
[34] ANALISIS INTEGRASI DAN VOLATILITAS HARGA BERAS REGIONAL ASEAN TERHADAP PASAR BERAS INDONESIA
Jurnal Ekonom, 2014
[35] Modelování provázanosti trhů potravin, biopaliv a fosilních paliv
Politická ekonomie, 2014
[36] Patterns of Convergence Within the Emerging Bioeconomy—the Case of the Agricultural and Energy Sector
International Journal of Innovation and Technology Management, 2014
[37] PETROL FĠYATLARI ĠLE HĠSSE SENEDĠ GETĠRĠLERĠ ARASINDA OYNAKLIK GEÇĠġKENLĠĞĠNĠN ANALĠZĠ VE PORTFÖY YÖNETĠMĠNE YANSIMALARI
2014
[38] PETROL F?YATLARI ?LE H?SSE SENED? GET?R?LER? ARASINDA OYNAKLIK GE???KENL???N?N ANAL?Z? VE PORTF?Y Y?NET?M?NE YANSIMALARI
Thesis, 2014
[39] Dynamic Interactions between the Markets of Crude Oil and Fine Wine in Light of the Global Economic Growth
2013
[40] Contagion Effect Among Crude Oil and Food Prices in India
Available at SSRN 2371018, 2013
[41] Spillover effects between fossil energy prices and non–energy commodity prices: further evidence from world spot markets
International Journal of Global Energy Issues, 2013
[42] 原油, 玉米, 燃料乙醇市场波动溢出效应分析
中国农村经济, 2013
[43] Volatility spillovers in commodity markets
Applied Economics Letters, 2013
[44] Three Essays on US Corn-based Fuel Ethanol Markets
2012
[45] Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis
Energy Economics, 2012
[46] Considering macroeconomic indicators in the food before fuel nexus
Energy Economics, 2012
[47] Provázanost trhu potravin, biopaliv a fosilních paliv: Kointegrační analýza
2012