An analysis of price and volatility transmission in butter, palm oil and crude oil markets
Year of publication: |
2016
|
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Authors: | Bergmann, Dennis ; O'Connor, Declan ; Thümmel, Andreas |
Published in: |
Agricultural and Food Economics : AFE. - Berlin : SpringerOpen, ISSN 2193-7532, ZDB-ID 2716609-0. - Vol. 4.2016, 23, p. 1-23
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Subject: | Volatility transmission | Price transmission | Dairy industry | Palm oil | Multivariate GARCH | VAR | Volatilität | Volatility | Palmöl | ARCH-Modell | ARCH model | Ölpreis | Oil price | Preis | Price | Ölmarkt | Oil market | Börsenkurs | Share price | Milchverarbeitung | Rohstoffderivat | Commodity derivative | Welt | World | Preiskonvergenz | Price convergence | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40100-016-0067-4 [DOI] hdl:10419/179084 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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