Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices
Elie I. Bouri
| Year of publication: |
2013
|
|---|---|
| Authors: | Bouri, Elie I. |
| Published in: |
Journal of wine economics. - New York, NY : Cambridge Univ. Press, ISSN 1931-4361, ZDB-ID 2520377-0. - Vol. 8.2013, 1, p. 49-68
|
| Subject: | Conditional correlation | conditional volatility | crude oil | fine wines | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Wein | Wine | Welt | World | Weinbau | Wine industry | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Rohstoffpreis | Commodity price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197168