articleTop 1% cited
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
Energy Economics · 2011 · Vol. 33(3) · pp. 497–503
Xiaodong Du✉(University of Wisconsin–Madison)Cindy Yu(Iowa State University)Dermot J. Hayes(Iowa State University)
Market Dynamics and VolatilityMonetary Policy and Economic ImpactFinancial Risk and Volatility ModelingVolatility (finance)SpeculationEconomicsCrude oilVolatility clusteringFutures contractBrent CrudeSpot contractEconometricsMarkov chain Monte Carlo
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