Measuring dynamic spillovers between crude oil and grain commodity markets : a comparative analysis of demand and supply shocks
Guohua Ni, Houda HADJ Cherif, Zhenling Chen
| Year of publication: |
2024
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|---|---|
| Authors: | Ni, Guohua ; Cherif, Houda H. A. D. J. ; Chen, Zhenling |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 1, Art.-No. 105748, p. 1-10
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| Subject: | Grain market | Oil market | Spillover effect | Supply and demand shocks | TVP-VAR-DY model | Getreidemarkt | Ölmarkt | Schock | Shock | Ölpreis | Oil price | Spillover-Effekt | VAR-Modell | VAR model | Getreidepreis | Grain price | Rohstoffderivat | Commodity derivative | Nachfrage | Demand | Schätzung | Estimation | Angebot | Supply | Getreide | Grain | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105748 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015061431