TY  - JOUR
AU  - Song-Zan Chiou-Wei
AU  - Sheng-Hung Chen
AU  - Zhen Zhu
PY  - 2019/04//
TI  - Energy and Agricultural Commodity Markets Interaction: An Analysis of Crude Oil, Natural Gas, Corn, Soybean, and Ethanol Prices
JO  - The Energy Journal
VL  - Volume 40
DO  - 10.5547/01956574.40.2.schi
IS  - 2
SP  - 265
EP  - 296
KW  - Volatility spillover
KW  - Commodity markets connections
KW  - Oil and gas prices
KW  - Ethanol
KW  - Corn
KW  - and Soy bean prices
KW  - Ethanol policy
KW  - DCC-MGARCH
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3334