Browsing Business and Economics by Subject "Crude Oil"
Now showing items 1-2 of 2
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On Volatility Transmission from Crude Oil to Agricultural Commodities
(Scientific Research, 2017-02)The paper examines volatility transmission from crude oil market to agricultural commodities like wheat, corn, cotton and soybeans. We find that the volatility transmission from crude oil to agricultural commodities ... -
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis
(Scientific Research, 2018-02)The study was intended to reveal the relationship among the spot and future price of crude oil, which in turn will help in determining the prices of crude oil. While structuring a portfolio, high correlation among assets ...