Volatility transmission between prices of selected agricultural products with crude oil and exchanges rates in Ghana and Turkey
Osman Tahidu Damba, Abdulbaki Bilgic, Fahri Yavuz and Omer Cevdet Bilgin
| Year of publication: |
2019
|
|---|---|
| Authors: | Damba, Osman Tahidu ; Bilgic, Abdulbaki ; Yavuz, Fahri ; Bilgin, Omer Cevdet |
| Published in: |
Ghanaian journal of economics : GJE. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ZDB-ID 2837757-6. - Vol. 7.2019, 1, p. 118-155
|
| Subject: | Volatility transmission | Agricultural product prices | Macroeconomic variables | Crude oil | Exchange rates | VAR (1)-BEKK MGARCH | Ghana | Turkey | Türkei | Wechselkurs | Exchange rate | Volatilität | Volatility | Ölpreis | Oil price | Agrarpreis | Agricultural price | ARCH-Modell | ARCH model | Erdöl | Petroleum | Schätzung | Estimation | Kointegration | Cointegration | VAR-Modell | VAR model |
| 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/10012199981