The 13 linked references in paper Christopher F Baum, Paola Zerilli, Liyuan Chen (2018) “Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data” / RePEc:boc:bocoec:952

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  9. Pindyck, R. S. (2004), Volatility and commodity price dynamics. Journal of
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  12. Tauchen, G. ( 1985). "Diagnostic testing and evaluation of maximum likelihood models." Journal of Econometrics, 30: 415-43
  13. Trolle, A. B., Schwartz, E. S., (2009). Unspanned stochastic volatility and the pricing of commodity derivatives. Review of Financial Studies 22, 4423-4461.