Conditional tail price risk spillovers in coffee markets across quality, physical space, and time : empirical analysis with penalized quantile regressions
Year of publication: |
2022
|
---|---|
Authors: | Fousekis, Panajiotis ; Grigoriadis, Vasilis |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 106.2022, p. 1-10
|
Subject: | Asymmetry | Coffee | Market network | Risk spillovers | Spillover-Effekt | Spillover effect | Kaffeemarkt | Coffee market | Kaffee | Risiko | Risk |
-
The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei, (1999)
-
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei, (2001)
-
The effects of dollar/sterling exchange rate volatility of futures markets for coffee and cocoa
Jumah, Adusei, (1999)
- More ...
-
Joint price dynamics of quality differentiated commodities : copula evidence from coffee varieties
Fousekis, Panajiotis, (2017)
-
Spatial price dependence by time scale : empirical evidence from the international butter markets
Fousekis, Panajiotis, (2016)
-
Fousekis, Panajiotis, (2017)
- More ...