Market interdependence and volatility transmission among major crops

Time-series econometric analyses of biofuel-related price volatility

(2013) Teresa Serra   AGRICULTURAL ECONOMICS

Short- and Long-Run Determinants of Commodity Price Volatility

(2013) B. Karali et al.   AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS

Non-linearities in the relationship of agricultural futures prices

(2013) J. Beckmann et al.   EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS

How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets

(2013) Manuel A. Hernandez et al.   EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS

Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices

(2012) W. Enders et al.   AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS

Is there co-movement of agricultural commodities futures prices and crude oil?

(2011) Valeri Natanelov et al.   ENERGY POLICY

How to Understand High Food Prices

(2010) Christopher L. Gilbert   JOURNAL OF AGRICULTURAL ECONOMICS

Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model

(2010) Xiangdong Long et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

On the excess co-movement of commodity prices—A note about the role of fundamental factors in short-run dynamics

(2009) François Lescaroux   ENERGY POLICY