Asymmetric price volatility transmission between food and energy markets : the case of Spain
Year of publication: |
2015
|
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Authors: | Abdelradi, Fadi ; Serra, Teresa |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 46.2015, 4, p. 503-513
|
Subject: | Price volatility | Multivariate GARCH | Biofuels | Spanien | Spain | ARCH-Modell | ARCH model | Volatilität | Volatility | Biokraftstoff | Biofuel | Lebensmittelpreis | Food price | Energiemarkt | Energy market |
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