@TechReport{CEPII:2012-20,
author={Anna Creti and Marc Joëts and Valérie Mignon},
title={On the links between stock and commodity markets' volatility},
year=2012,
month=October,
institution={CEPII},
type={Working Papers},
url={https://www.cepii.fr/CEPII/en/publications/wp/abstract.asp?NoDoc=4722},
number={2012-20},
}