References

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• 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
• 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
• 2011Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis550 cited
• 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
• 2006Estimation of multivariate models for time series of possibly different lengths421 cited
• 2010World oil prices and agricultural commodity prices: Evidence from an emerging market333 cited
• 2011World oil and agricultural commodity prices: Evidence from nonlinear causality304 cited
• 2010Modeling the relationship between the oil price and global food prices295 cited
• 2014Dynamic spillovers among major energy and cereal commodity prices253 cited
• 2014Oil price shocks and agricultural commodity prices251 cited
• 2011Volatility spillovers between food and energy markets: A semiparametric approach219 cited
• 2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis206 cited
• 2010The integration of energy and agricultural markets