Spillovers between food and energy prices and structural breaks
Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo, Nicola Spagnolo
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Al-Maadid, Alanoud ; Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 150.2017, p. 1-18
|
| Subject: | Energy and food prices | VAR-GARCH BEKK model | Mean and volatility spillovers | Lebensmittelpreis | Food price | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Energiepreis | Energy price | Strukturbruch | Structural break | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Ölpreis | Oil price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2016.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793787