Energy Policy · 2015 · 45 citations · 16 references
Natural ResourcesEconomicsFinanceEnergy EconomicsFinancial EconomicsPricing TheoryElectricity MarketsEnergy Market RegulationEnergy PricingMarket RiskNatural Gas Market EconomicsPower Sector EconomicsEnergy Futures MarketsEnergy Market Volatility RiskEnergy Price Volatility ModelingEnergy Pricing PolicyEnergy Risk ManagementStochastic Pricing ModelsSystemic Risk Spillovers
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On the links between stock and commodity markets' volatility
Anna Cretì, Marc Joëts, Valérie Mignon · Energy Economics · 2013 · 542 citations
Agriculture, Economics, Finance +12
Testing the Masters Hypothesis in commodity futures markets
Scott H. Irwin, Dwight R. Sanders · Energy Economics · 2011 · 334 citations
Agriculture, Economics, Finance +13
Drivers and triggers of international food price spikes and volatility
Getaw Tadesse, Bernardina Algieri, Matthias Kalkuhl et al. · Food Policy · 2013 · 294 citations · Full text
Dynamic spillovers among major energy and cereal commodity prices
Walid Mensi, Shawkat Hammoudeh, Duc Khuong Nguyen et al. · Energy Economics · 2014 · 259 citations