Resources Policy · 2015 · 96 citations · 61 references
AgricultureEconomicsCommodity MarketsInternational EconomicsInternational TradeCommodity Basis AnalysisCommodity DerivativesCommodity Price DynamicsCommodity Price FormationFutures MarketsInternational Commodity TradeCommodity Price DerivativesCommodity Price Term StructureConvergenceFutures Price RelationshipsFutures Pricing Theory
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Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16
Extreme Correlation of International Equity Markets
François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations
International Asset Allocation With Regime Shifts
Andrew Ang, Geert Bekaert · Review of Financial Studies · 2002 · 1.8K citations