Fossil fuel price uncertainty and feedstock edible oil prices : evidence from MGARCH-M and VIRF analysis
Akram Shavkatovich Hasanov, Hung Xuan Do, Mohammed Sharaf Shaiban
| Year of publication: |
June 2016
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|---|---|
| Authors: | Hasanov, Akram Shavkatovich ; Do, Hung Xuan ; Shaiban, Mohammed Sharaf |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 57.2016, p. 16-27
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| Subject: | Oil/food price uncertainty | Crude oil | Edible oil | Multivariate GARCH | VIRF | Ölpreis | Oil price | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Preis | Price | Speisefett | Edible fat | Welt | World | Risiko | Risk | Fossile Energie | Fossil fuel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698255