The volatility connectedness between agricultural commodity and agri businesses : evidence from time-varying extended joint approach
Efe Caglar Cagli, Pinar Evrim Mandaci, Dilvin Taskin
| Year of publication: |
2023
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|---|---|
| Authors: | Cagli, Efe Çaglar ; Mandacı, Pınar Evrım ; Taskin, Dilvin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-9
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| Subject: | Agribusinesses | Agricultural commodities | Extended joint connectedness | TVP-VAR model | Volatilität | Volatility | Agroindustrie | Agro-industry | Landwirtschaft | Agriculture | Agraraußenhandel | International agricultural trade | 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.2022.103555 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471981