TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Liu, Chia-Ping
AU  - McAleer, Michael
PY  - 2016
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/27578
AB  - The agricultural and energy industries are closely related, both biologically and financially. The paper discusses the relationship and the interactions on price and volatility, with special focus on the covolatility spillover effects for these two...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Energy and agriculture
KW  - Covolatility spillovers
KW  - Spot prices
KW  - Futures prices
KW  - Exchange traded funds
KW  - Biofuels
KW  - Optimal dynamic hedging.
TI  - Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
TY  - technical report
VL  - 2016
ER  -