Co-movements between crude oil and food prices : a post-commodity boom perspective
Year of publication: |
October 2016
|
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Authors: | Lucotte, Yannick |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 147.2016, p. 142-147
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Subject: | Crude oil prices | Food prices | Co-movements | Dynamic correlations | VAR models | Ölpreis | Oil price | Lebensmittelpreis | Food price | VAR-Modell | VAR model | Korrelation | Correlation | Welt | World | Volatilität | Volatility | Schätzung | Estimation | Schock | Shock | Kointegration | Cointegration |
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