TY  - JOUR
AU  - Niaz Bashiri Behmiri
AU  - Matteo Manera
AU  - Marcella Nicolini
PY  - 2019/04//
TI  - Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets
JO  - The Energy Journal
VL  - Volume 40
DO  - 10.5547/01956574.40.2.nbeh
IS  - 2
SP  - 55
EP  - 76
KW  - Multivariate GARCH
KW  - Dynamic conditional correlations
KW  - Pooled mean group
KW  - Commodity futures markets
KW  - Oil
KW  - Natural gas
KW  - Agriculture
KW  - Metals.
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3327