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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 ...