Work

Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold

Year: 2013

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2013.01.023

Authors: Walid Mensi, Makram Beljid, Adel Boubaker, Shunsuke Managi

Institutions: Tunis El Manar University, Tohoku University, Institute for Global Environmental Strategies, The University of Tokyo

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

Award: Sustainable Development and Alternative Energy Supply Strategy

OpenAlex ID: W2114407659

FWCI: 64.05

Cites: 48

Cited by: 556

Related to: 10