Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets
Xiaoli L. Etienne, Andrés Trujillo-Barrera and Linwood A. Hoffman
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/age.2016.44 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012024782