Oil price volatility is effective in predicting food price volatility : or is it?
Ioannis Chatziantoniou, Stavros Degiannakis, George Filis, Tim Lloyd
| Year of publication: |
2021
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|---|---|
| Authors: | Chatziantoniou, Ioannis ; Degiannakis, Stavros ; Filis, George ; Lloyd, Tim A. |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 42.2021, 6, p. 25-48
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| Subject: | Forecasting | Food price volatility | Heterogeneous Autoregressive | Mixed-data sampling | Oil price volatility | Model Confidence Set | Lebensmittelpreis | Food price | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.42.6.icha [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013172737