Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains
Bahram Adrangi, Arjun Chatrath, Joseph Macri, Kambiz Raffiee
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Adrangi, Bahram ; Chatrath, Arjun ; Macri, Joseph ; Raffiee, Kambiz |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - Vol. 9.2017, 3, p. 42-56
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| Subject: | Crude oil prices | Volatility | EGARCH model | Spectral analysis | Cross spectral | Volatilität | Ölpreis | Oil price | Welt | World | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718732