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Research article

First published 2013-07

Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach

Matteo Manera, Marcella Nicolini, Ilaria Vignati

The Energy Journal

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Research article

First published 2015-6

Two Cholesky-log-GARCH models for multivariate volatilities

Xanthi Pedeli, Konstantinos Fokianos, Mohsen Pourahmadi

Statistical Modelling

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Research article

First published 2026

Oil Prices and Equity Market Volatility in the Asia-Pacific Region: A Multivariate GARCH and Wavelet Coherence Approach

Le Thi Minh Huong, Younis Ahmed Ghulam, Tran Thi Yen Vinh

Margin: The Journal of Applied Economic Research

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Research article

First published 2020-8

Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach

M. Thenmozhi, Shipra Maurya

Journal of Emerging Market Finance

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Research article

First published 2021-9

Returns and Volatility Spillover Between BSE SENSEX and BSE SME Stock Exchange of India

Amit Kumar Singh, Rajat Agarwal, Rohit Kumar Shrivastav

SEDME (Small Enterprises Development,Management & Extension Journal): A worldwide window on MSME Studies

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Research article

First published 2017-12

Price and volatility transmission in,and between,skimmed milk powder,livestock feed and oil markets

Dennis Bergmann, Declan O’Connor, Andreas Thümmel

Outlook on Agriculture

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Research article

First published 2019-4

Interlinkages Between USD–INR,EUR–INR,GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention

Pami Dua, Ritu Suri

Journal of Emerging Market Finance

Free access

Research article

First published 2024-2

A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility

Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi

Statistical Modelling

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Research article

First published 2024

Modelling Multivariate Return Volatilities by Independent Components Using Johnson SU Likelihood

Tapan Kar, Sesha Meka, Shiba Prasad Mohanty [...]

Global Business Review

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Research article

First published 2010-12

Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region

Mohamed Abdelaziz Eissa, Georgios Chortareas, Andrea Cipollini

Journal of Emerging Market Finance

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