The DOI matches its Crossref record; 70 of the 70 references it cites were found in a registry or an index.
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
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Citations
Cites
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Testing for a unit root in time series regression
PHILLIPS, P. C. B., & PERRON, P. (1988) · Biometrika · doi:10.1093/biomet/75.2.335 · Cited by 19,155
Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
Engle, R. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618487 · Cited by 7,133
Generalized impulse response analysis in linear multivariate models
Pesaran, H. H., & Shin, Y. (1998) · Economics Letters · doi:10.1016/s0165-1765(97)00214-0 · Cited by 6,097
Better to give than to receive: Predictive directional measurement of volatility spillovers
Diebold, F. X., & Yilmaz, K. (2012) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2011.02.006 · Cited by 5,756
Impulse response analysis in nonlinear multivariate models
Koop, G., Pesaran, M. H., & Potter, S. M. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(95)01753-4 · Cited by 5,049
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Diebold, F. X., & Yılmaz, K. (2014) · Journal of Econometrics · doi:10.1016/j.jeconom.2014.04.012 · Cited by 4,642
Diebold, F. X., & Yilmaz, K. (2009) · The Economic Journal · doi:10.1111/j.1468-0297.2008.02208.x · Cited by 3,075
Cited by
Return connectedness across asset classes around the COVID-19 outbreak
Bouri, E., Cepni, O., Gabauer, D., & Gupta, R. (2021) · International Review of Financial Analysis · doi:10.1016/j.irfa.2020.101646 · Cited by 629
Geopolitical risk and dynamic connectedness between commodity markets
Gong, X., & Xu, J. (2022) · Energy Economics · doi:10.1016/j.eneco.2022.106028 · Cited by 354
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
Jabeur, S. B., Mefteh-Wali, S., & Viviani, J.-L. (2024) · Annals of Operations Research · doi:10.1007/s10479-021-04187-w · Cited by 328
Metadata
- Authors
- Kang, S. H., McIver, R., & Yoon, S.-M.
- Venue
- Energy Economics
- Publisher
- Elsevier BV
- Published
- 2017-02
- Volume
- 62
- Pages
- 19-32
- ISSN
- 0140-9883 (ISSN-L)
- OpenAlex
- W2564328920
- Cited by
- 572
- References
- 70
- FWCI
- 45.78
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Kang, S. H., McIver, R., & Yoon, S.-M. (2017). Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. Energy Economics. https://doi.org/10.1016/j.eneco.2016.12.011
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.
