Dynamic spillovers among major energy and cereal commodity prices
Year of publication: |
2014
|
---|---|
Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong ; Yoon, Seong-min |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 43.2014, p. 225-243
|
Subject: | Cereal | Energy | OPEC meetings | Volatility spillovers | Multivariate GARCH | Spillover-Effekt | Spillover effect | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölpreis | Oil price | Rohstoffpreis | Commodity price | OPEC-Staaten | OPEC countries | Getreidemarkt | Grain market | Rohstoffderivat | Commodity derivative | Getreide | Grain |
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