Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets
Year of publication: |
2017
|
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Authors: | Etienne, Xiaoli Liao ; Trujillo-Barrera, Andrés ; Hoffman, Linwood A. |
Published in: |
Agricultural and resource economics review : ARER. - Cambridge : Cambridge University Press, ISSN 2372-2614, ZDB-ID 2124969-6. - Vol. 46.2017, 3, p. 529-554
|
Subject: | corn | distiller's dried grains with solubles (DDGS) | dynamic correlations | price | soybean meal | spillover | volatility | Volatilität | Volatility | Sojabohne | Soybean | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Mais | Maize | ARCH-Modell | ARCH model | Getreide | Grain | Maismarkt | Maize market |
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