An analysis of price and volatility transmission in butter, palm oil and crude oil markets
Year of publication: |
2016
|
---|---|
Authors: | Bergmann, Dennis ; O'Connor, Declan ; Thümmel, Andreas |
Published in: |
Agricultural and Food Economics. - Heidelberg : Springer, ISSN 2193-7532. - Vol. 4.2016, 23, p. 1-23
|
Publisher: |
Heidelberg : Springer |
Subject: | Volatility transmission | Price transmission | Dairy industry | Palm oil | Multivariate GARCH | VAR |
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