Volatility spill-overs in commodity spot prices: New empirical results

Christian M. Dahl, Emma M. Iglesias

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalEconomic Modelling
Volume26
Issue number3
Pages (from-to)601-607
Number of pages7
ISSN0264-9993
Publication statusPublished - 2009

Cite this

@article{cad44822d614449c92a9c9c22835ea38,
title = "Volatility spill-overs in commodity spot prices: New empirical results",
author = "Dahl, {Christian M.} and Iglesias, {Emma M.}",
year = "2009",
language = "English",
volume = "26",
pages = "601--607",
journal = "Economic Modelling",
issn = "0264-9993",
publisher = "Elsevier",
number = "3",

}

Volatility spill-overs in commodity spot prices: New empirical results. / Dahl, Christian M.; Iglesias, Emma M. .

In: Economic Modelling, Vol. 26, No. 3, 2009, p. 601-607.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Volatility spill-overs in commodity spot prices: New empirical results

AU - Dahl, Christian M.

AU - Iglesias, Emma M.

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 26

SP - 601

EP - 607

JO - Economic Modelling

JF - Economic Modelling

SN - 0264-9993

IS - 3

ER -