articleTop 1% cited
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Energy Economics · 2016 · Vol. 62 · pp. 19–32
Sang Hoon Kang(Pusan National University)Ron McIver(University of South Australia)Seong‐Min Yoon✉(Pusan National University)
Market Dynamics and VolatilityEnergy, Environment, Economic GrowthMonetary Policy and Economic ImpactFutures contractSpillover effectEconomicsPortfolioHedgeFinancial economicsVolatility (finance)Financial crisisFinancializationMonetary economics
Funding
- Ministry of Education
- National Research Foundation of Korea
Citations
542
FWCI
89.23
field-weighted impact
References
88
Percentile
100%
vs. same field & year
Citations per year
References
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Volatility spillover between oil and agricultural commodity markets
Energy Economics · 2012 · 516 citations
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