Extreme risk spillovers between crude palm oil prices and exchange rates
You-How Go, Wee-Yeap Lau
| Year of publication: |
2021
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|---|---|
| Authors: | Go, You-How ; Wee, Yeap Lau |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-24
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| Subject: | Crude palm oil | Extreme risk spillovers | Foreign exchange | Global financial crisis | Granger causality in risk | Malaysia | Palmöl | Palm oil | Finanzkrise | Financial crisis | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188167