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  • Search: subject:"generalized VAR"
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Year of publication
Subject
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generalized VAR 5 financial and energy markets 4 food markets 4 lasso estimation 4 Volatility spillovers 3 Energiemarkt 2 Energy market 2 Financial market 2 Finanzmarkt 2 Food market 2 Food price 2 Generalized VAR 2 Lebensmittelmarkt 2 Lebensmittelpreis 2 VAR model 2 VAR-Modell 2 Volatility 2 Volatilität 2 Welt 2 World 2 "El Niño" effect 1 Africa 1 African Stock Markets Integration 1 Afrika 1 Aktienmarkt 1 Correlation 1 Currency 1 Currency basket 1 De facto exchange rate policy 1 Economíaarroz 1 Estimation 1 Floating exchange rate regime 1 Korrelation 1 Market integration 1 Marktintegration 1 SST 1 Schätzung 1 State space model 1 Stock market 1 Time scales 1
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Online availability
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Free 7
Type of publication
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Article 4 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 5 Undetermined 2
Author
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Fijorek, Kamil 4 Papież, Monika 4 Śmiech, Sławomir 4 Da̜browski, Marek A. 2 Dąbrowski, Marek A. 2 Aldemir, Senkan 1 Diomande, Lanciné 1 Gourène, Grakolet Arnold Zamereith 1 Hall, Luis J. 1 Mendy, Pierre 1
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Published in...
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Business and Economics Research Journal 1 Economics : the open-access, open-assessment e-journal 1 Economics : the open-access, open-assessment journal 1 Economics Discussion Papers 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Journal of economic integration : jei 1 Revista de Ciencias Económicas 1
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Source
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ECONIS (ZBW) 3 EconStor 2 RePEc 2
Showing 1 - 7 of 7
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What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Fijorek, Kamil; … - In: Economics: The Open-Access, Open-Assessment E-Journal 13 (2019) 2019-14, pp. 1-32
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011984455
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Cover Image
What drives food price volatility? : evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Fijorek, Kamil; … - 2019
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011976511
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Beginning an African stock markets integration? : a wavelet analysis
Gourène, Grakolet Arnold Zamereith; Mendy, Pierre; … - In: Journal of economic integration : jei 34 (2019) 2, pp. 370-394
Persistent link: https://www.econbiz.de/10012136107
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Cover Image
What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Dąbrowski, Marek A.; … - 2018
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011873184
Saved in:
Cover Image
What drives food price volatility? : evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Da̜browski, Marek A. - 2018
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011872918
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Cover Image
Floating Exchange Rate Regime and Changing Dynamics of the Foreign Exchange Market in Turkey
Aldemir, Senkan - In: Business and Economics Research Journal 2 (2011) 3, pp. 139-139
The aim of this study was to determine the changes caused by the implementations of currency basket peg and floating exchange regime on domestic foreign exchange market dynamics through the estimation of weights for the reserve currencies in the currency basket. Elasticity coefficients of...
Persistent link: https://www.econbiz.de/10009194533
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La Transmisión de Shocks Naturales en el sector agrícola costarricense y sus interrelaciones de Mercado
Hall, Luis J. - In: Revista de Ciencias Económicas 28 (2010) 01
El presente artículo busca determinar en qué medida los shocks de productividad en otras regiones del país y los factores climáticos pueden explicar las fluctuaciones de los rendimientos y la producción de los granos básicos en Costa Rica a nivel regional. Más precisamente, se valoran...
Persistent link: https://www.econbiz.de/10010961091
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