Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))

Shietal Ramesh; Rand Kwong Yew Low; Robert Faff

doi:10.1016/j.eneco.2025.108552

Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))

Shietal Ramesh^*
, Rand Kwong Yew Low
, Robert Faff

^*Corresponding author for this work

Research output: Contribution to journal › Comment/debate/opinion › Research

12 Downloads (Pure)

Abstract

The replication package was not published with the paper. It is now included. We would like to apologize for any inconvenience caused.

Original language	English
Article number	108552
Pages (from-to)	1-1
Number of pages	1
Journal	Energy Economics
Volume	147
DOIs	https://doi.org/10.1016/j.eneco.2025.108552
Publication status	Published - Jun 2025

Access to Document

10.1016/j.eneco.2025.108552Licence: CC BY-NC-ND

Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market”Final published version, 237 KBLicence: CC BY-NC-ND

Fingerprint

Dive into the research topics of 'Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))'. Together they form a unique fingerprint.

Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market
Ramesh, S., Low, R. K. Y. & Faff, R., Mar 2025, In: Energy Economics. 143, p. 1-31 31 p., 108225.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
File
66 Downloads (Pure)

Cite this

Ramesh, S., Low, R. K. Y., & Faff, R. (2025). Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225)). Energy Economics, 147, 1-1. Article 108552. https://doi.org/10.1016/j.eneco.2025.108552

Ramesh, Shietal ; Low, Rand Kwong Yew ; Faff, Robert. / Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225)). In: Energy Economics. 2025 ; Vol. 147. pp. 1-1.

@article{9b7557309348437f9153eaa4d352ca72,

title = "Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))",

abstract = "The replication package was not published with the paper. It is now included. We would like to apologize for any inconvenience caused.",

author = "Shietal Ramesh and Low, \{Rand Kwong Yew\} and Robert Faff",

note = "Publisher Copyright: {\textcopyright} 2025 The Author(s)",

year = "2025",

month = jun,

doi = "10.1016/j.eneco.2025.108552",

language = "English",

volume = "147",

pages = "1--1",

journal = "Energy Economics",

issn = "0140-9883",

publisher = "CA: Journal of Cultural Analytics",

}

Ramesh, S, Low, RKY & Faff, R 2025, 'Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))', Energy Economics, vol. 147, 108552, pp. 1-1. https://doi.org/10.1016/j.eneco.2025.108552

Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225)). / Ramesh, Shietal; Low, Rand Kwong Yew ; Faff, Robert.
In: Energy Economics, Vol. 147, 108552, 06.2025, p. 1-1.

Research output: Contribution to journal › Comment/debate/opinion › Research

TY - JOUR

T1 - Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))

AU - Ramesh, Shietal

AU - Low, Rand Kwong Yew

AU - Faff, Robert

PY - 2025/6

Y1 - 2025/6

N2 - The replication package was not published with the paper. It is now included. We would like to apologize for any inconvenience caused.

AB - The replication package was not published with the paper. It is now included. We would like to apologize for any inconvenience caused.

UR - https://www.scopus.com/pages/publications/105005291779

U2 - 10.1016/j.eneco.2025.108552

DO - 10.1016/j.eneco.2025.108552

M3 - Comment/debate/opinion

AN - SCOPUS:105005291779

SN - 0140-9883

VL - 147

SP - 1

EP - 1

JO - Energy Economics

JF - Energy Economics

M1 - 108552

ER -

Ramesh S, Low RKY , Faff R. Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225)). Energy Economics. 2025 Jun;147:1-1. 108552. doi: 10.1016/j.eneco.2025.108552

Corrigendum to “Modelling time-varying volatility spillovers across crises Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] (Energy Economics (2025) 143, (S0140988325000489), (10.1016/j.eneco.2025.108225))

Abstract

Access to Document

Other files and links

Fingerprint

Related Research Outputs

Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market

Cite this