Reference health
Realized Correlations, Betas and Volatility Spillover in the Commodity Market: What Has Changed?
42/42 checkable references clean · checked 2026-08-07
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 42 checked references that resolve
resolves10.2307/2527343
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
resolves10.1016/j.jimonfin.2011.07.008
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
resolves10.2139/ssrn.1154144
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading
resolves10.1111/j.1468-0262.2004.00515.x
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
resolves10.1016/s0927-5398(03)00004-5
Measuring and modeling systematic risk in factor pricing models using high-frequency data
resolves10.1016/j.najef.2012.06.002
Conditional correlations and volatility spillovers between crude oil and stock index returns
resolves10.1016/j.energy.2010.03.006
The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods
resolves10.2139/ssrn.829545
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
resolves10.3386/w13811
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
resolves10.1016/j.ijforecast.2011.02.006
Better to give than to receive: Predictive directional measurement of volatility spillovers
resolves10.3386/w17490
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
resolves10.1002/jae.1234
Realized GARCH: a joint model for returns and realized measures of volatility
resolves10.1002/jae.2389
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY
resolves10.1257/aer.99.3.1053
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
resolves10.1016/j.econmod.2013.01.023
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
resolves10.1016/j.eneco.2012.11.009
Volatility spillover between oil and agricultural commodity markets
resolves10.1016/s0261-5606(00)00006-1
Volatility spillover effects from Japan and the US to the Pacific–Basin
resolves10.1093/rfs/hhs073
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
resolves10.1002/fut.20499
Volatility spillover effects and cross hedging in corn and crude oil futures
The 8 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref16
no DOI — not checkedA variance spillover analysis without covariances: what do we miss
no DOI — not checkedCauses and consequences of the oil shock of
no DOI — not checkedref38
no DOI — not checkedIntegrated covariance estimation using high-frequency data in the presence of noise
no DOI — not checkedref40
no DOI — not checkedref47
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-07 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.2571217"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2571217/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2571217)