What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Dilip Kumar
| Year of publication: |
2019
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|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 24.2019, 1 (31.5.), p. 91-127
|
| Subject: | Volatility spillover | Crude oil | Agricultural commodities | Contagion | Unbiased volatility estimator | Structural breaks | Volatilität | Volatility | Strukturbruch | Structural break | Ölpreis | Oil price | Welt | World | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Erdöl | Petroleum | Spillover-Effekt | Spillover effect | Agrarpreis | Agricultural price | Schätzung | Estimation |
| 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/10012027966