Do oil prices and exchange rates account for agricultural commodity market spillovers? : evidence from the Diebold and Yilmaz Index
Mehmet Balcilar and Festus Victor Bekun
| Year of publication: |
2020
|
|---|---|
| Authors: | Balcilar, Mehmet ; Bekun, Festus Victor |
| Published in: |
Agrekon. - London : Taylor & Francis, ISSN 2078-0400, ZDB-ID 2118634-0. - Vol. 59.2020, 3, p. 366-385
|
| Subject: | Agricultural commodity markets | foreign exchange | Nigeria | spillover | VAR model | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Ölpreis | Oil price | Agrarmarkt | Agricultural market | Agraraußenhandel | International agricultural trade | VAR-Modell | Rohstoffmarkt | Commodity market | Agrarprodukt | Agricultural product | Volatilität | Volatility | Agrarpreis | Agricultural price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03031853.2019.1694046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012287111