The DOI matches its Crossref record; 44 of the 44 references it cites were found in a registry or an index.
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
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Cites
Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2003) · doi:10.1201/9780429258480 · Cited by 27,276
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Conditional Heteroskedasticity in Asset Returns: A New Approach
Nelson, D. B. (1991) · Econometrica · doi:10.2307/2938260 · Cited by 10,236
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
GLOSTEN, L. R., JAGANNATHAN, R., & RUNKLE, D. E. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb05128.x · Cited by 9,008
Heston, S. L. (1993) · Review of Financial Studies · doi:10.1093/rfs/6.2.327 · Cited by 8,762
Option pricing when underlying stock returns are discontinuous
Merton, R. C. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90022-2 · Cited by 5,953
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Duffie, D., Pan, J., & Singleton, K. J. (2000) · Econometrica · doi:10.1111/1468-0262.00164 · Cited by 2,712
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
Kim, S., Shepherd, N., & Chib, S. (1998) · Review of Economic Studies · doi:10.1111/1467-937x.00050 · Cited by 2,261
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, J. (2002) · Journal of Financial Economics · doi:10.1016/s0304-405x(01)00088-5 · Cited by 1,656
Cited by
Mensi, W., Beljid, M., Boubaker, A., & Managi, S. (2013) · Economic Modelling · doi:10.1016/j.econmod.2013.01.023 · Cited by 555
Biofuel-related price transmission literature: A review
Serra, T., & Zilberman, D. (2013) · Energy Economics · doi:10.1016/j.eneco.2013.02.014 · Cited by 269
Metadata
- Authors
- Du, X., Yu, C. L., & Hayes, D. J.
- Venue
- Energy Economics
- Publisher
- Elsevier BV
- Published
- 2011-05
- Volume
- 33
- Issue
- 3
- Pages
- 497-503
- ISSN
- 0140-9883 (ISSN-L)
- OpenAlex
- W2261663051
- Cited by
- 549
- References
- 44
- FWCI
- 109.48
- Type
- journal article
- Language
- en
- Open access
- green
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- CoChat. (2026). Citation check: Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. https://app.cochat.ai/papers/10.1016/j.eneco.2010.12.015
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- Du, X., Yu, C. L., & Hayes, D. J. (2011). Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. Energy Economics. https://doi.org/10.1016/j.eneco.2010.12.015
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
