Directional volatility spillovers between agricultural, crude oil, real estate, and other financial markets

Grosche, S. C., & Heckelei, T. (2016). Directional volatility spillovers between agricultural, crude oil, real estate, and other financial markets. In Food Price Volatility and Its Implications for Food Security and Policy (pp. 183–205). Springer International Publishing. https://doi.org/10.1007/978-3-319-28201-5_9