Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks : a case of emerging economy
Year of publication: |
2022
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Authors: | Khan, Waseem ; Sharma, Vishal ; Ansari, Saghir Ahmad |
Published in: |
Review of development economics : an essential resource for any development economist. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9361, ZDB-ID 2006400-7. - Vol. 26.2022, 3, p. 1733-1784
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Subject: | agricultural commodities | asymmetry | nonlinear autoregressive distributed lag | oil price | symmetry | Ölpreis | Oil price | Agrarpreis | Agricultural price | Volatilität | Volatility | Rohstoffpreis | Commodity price | Kointegration | Cointegration | Welt | World | Nichtlineare Regression | Nonlinear regression | VAR-Modell | VAR model |
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