Adammer P., Bohl M.T., von Ledebur E.O. (2017): Dynamics between North American and European agricultural futures prices during turmoil and financialization. Bulletin of Economic Research, 69: 57-76. Aguiar-Conraria L., Soares M.J. (2011): Business cycle synchronization and the Euro: A wavelet analysis. Journal of Macroeconomics, 33: 477-489.
- Baldi L., Peri M., Vandone D. (2016): Stock markets' bubbles burst and volatility spillovers in agricultural commodity markets. Research in International Business and Finance, 38: 277-285.
Paper not yet in RePEc: Add citation now
Barunik J., Vacha L. (2013): Contagion among Central and Eastern European Stock Markets during the Financial Crisis. Finance a úvěr - Czech Journal of Economics and Finance, 63: 443-453.
- Ceylan O., Gozde U. (2012): Cointegration and extreme value analyses of Bovespa and the Istanbul Stock Exchange. Finance a úvěr - Czech Journal of Economics and Finance, 62: 66-90.
Paper not yet in RePEc: Add citation now
Cipra T. (2010): Securitization of longevity and mortality risk. Finance a úvěr - Czech Journal of Economics and Finance, 60: 545-560.
Conlon T., Cotter J. (2012): An empirical analysis of dynamic multiscale hedging using wavelet decomposition. Journal of Futures Markets, 32: 272-299.
- Dajčman S. (2012): The dynamics of return comovement and spillovers between the Czech and European stock markets in the period 1997-2010. Finance a úvěr - Czech Journal of Economics and Finance, 62, 368-390.
Paper not yet in RePEc: Add citation now
- Dajčman S. (2013): Interdependence between some major European stock markets - A wavelet led/lag analysis. Prague economic papers, 22: 28-49.
Paper not yet in RePEc: Add citation now
- Datastream (2018): Datastream. European University Institute. Available at https://www.eui.eu/Research/Library/ResearchGuides/Economics/Statistics/DataPortal/datastream Dewandaru G., Rizvi S.A.R., Masih R., Masih M., Alhabshi S.O. (2014): Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. Economic Systems, 38: 553-571.
Paper not yet in RePEc: Add citation now
- Gilbert C.L. (2010a): How to understand high food prices. Journal of Agricultural Economics, 61: 398-425.
Paper not yet in RePEc: Add citation now
- Gilbert C.L. (2010b): Speculative Influences on Commodity Futures Prices 2006-2008. United Nations Conference on Trade and Development (UNCTAD). Discussion Papers No. 197.
Paper not yet in RePEc: Add citation now
Grieb T. (2015): Mean and volatility transmission for commodity futures. Journal of economics and finance, 39: 100-118.
- Hamadi H., Bassil C., Nehme T. (2017): News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. Research in International Business and Finance, 41: 148-157.
Paper not yet in RePEc: Add citation now
Hernandez M.A., Ibarra R., Trupki D.R. (2014): How far do shocks move across borders examining volatility transmission in major agricultural futures markets. European Review of Agricultural Economics, 41: 301-325.
Irwin S.H., Sanders D.R. (2012): Financialization and structural change in commodity futures markets. Journal of Agricultural and Applied Economics, 44: 371-396.
Lahiani A., Nguyen D.K., Vo T. (2014): Understanding return and volatility spillovers among major agricultural commodities. Journal of Applied Business Research, 29: 1781-1790.
- Matošková D. (2011): Volatility of agrarian markets aimed at the price development. Agricultural Economics - Czech, 57: 34-40.
Paper not yet in RePEc: Add citation now
Musunuru N. (2014): Modeling price volatility linkages between corn and wheat: A multivariate GARCH estimation. International Advances in Economic Research, 20: 269-280.
Sanjuan-Lopez A.I., Dawson P.J. (2017): Volatility effects of index trading and spillovers on US agricultural futures markets: A multivariate GARCH approach. Journal of Agricultural Economics, 68: 822-838.
- Torrence C., Webster P.J. (1999): Interdecadal changes in the ENSO-monsoon system. Journal of Climate, 12: 2679-2690.
Paper not yet in RePEc: Add citation now
Trujillo-Barrera A., Mallory M., Garcia P. (2012): Volatility spillovers in U.S. crude oil, ethanol, and corn futures markets. Journal of Agricultural and Resource Economics, 37: 247-262.
Vacha L., Barunik J. (2012): Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. Energy Economics, 34: 241-247.
Von Braun J., Tadesse G. (2012): Global Food Price Volatility and Spikes: an Overview of Costs, Causes, and Solutions. ZEF-Discussion Papers on Development Policy No. 161.
Živkov D., Balaban S., Đurašković J. (2018): What multiscale approach can tell about the nexus between exchange rate and stocks in the major emerging markets? Finance a úvěr - Czech Journal of Economics and Finance, 68: 491-512.
Živkov D., Đurašković J., Manić S. (2019): How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach. Baltic Journal of Economics, 19: 84-104.