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Search: subject:"mean and volatility spillovers"
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Energy and food prices
mean and volatility spillovers
10
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8
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VAR-GARCH BEKK model
8
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Mean and volatility spillovers
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energy and food prices
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Al-Maadid, Alanoud
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Spagnolo, Fabio
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Caporale, Guglielmo Maria
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1
Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud
;
Caporale, Guglielma Maria
; …
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2015
framework is suitable to analyse both
mean
and
volatility
spillovers
, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10011213875
Saved in:
2
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
framework is suitable to analyse both
mean
and
volatility
spillovers
, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10010501784
Saved in:
3
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
framework is suitable to analyse both
mean
and
volatility
spillovers
, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10010501248
Saved in:
4
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
5
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
Saved in:
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