On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Ikram Jebabli; Mohamed Arouri; Frédéric Teulon
| Year of publication: |
2014
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|---|---|
| Authors: | Jebabli, Ikram ; Arouri, Mohamed ; Teulon, Frédéric |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 66-98
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| Subject: | TVP-VAR model with stochastic volatility | Volatility spillovers | Portfolio diversification | Hedge effectiveness | Volatilität | Volatility | Ölpreis | Oil price | Lebensmittelpreis | Food price | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Hedging | Aktienmarkt | Stock market | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504792