Conditional tail price risk spillovers in coffee markets across quality, physical space, and time : empirical analysis with penalized quantile regressions
Panos Fousekis, Vasilis Grigoriadis
| 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 | Schätzung | Estimation | Kaffee | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105691 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347534