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Publications by Andreas Thümmel

An Analysis of Price and Volatility Transmission in Butter, Palm Oil and Crude Oil Markets

Agricultural and Food Economics

Biological Sciences

English

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Do Energy Prices Stimulate Food Price Volatility? Examining Volatility Transmission Between US Oil, Ethanol and Corn Markets

Energy Economics

English

A Study on Asymmetric Effect of Gold and Crude Oil Price Volatility

Asia-pacific Journal of Law, Politics and Administration

English

An S-Shaped Crude Oil Price Return-Implied Volatility Relation: Parametric and Nonparametric Estimations

International Journal of Economics and Finance

English

Investment and Oil Price Volatility

SSRN Electronic Journal

English

Multiscale Cross Sample Entropy Analysis for China Stock Markets and International Crude Oil Price

English

Impact of Crude Oil Price Volatility on Southeast Asian Stock Returns

International Journal of Economics and Finance

English

Directional Volatility Spillovers Between Agricultural, Crude Oil, Real Estate, and Other Financial Markets

English

The Connectedness Between Crude Oil and Financial Markets: Evidence From Implied Volatility Indices

Journal of Commodity Markets

English

Volatility Forecasting for Crude Oil Futures

Applied Economics Letters

English