How do export controls affect price transmission and volatility spillovers in the Ukrainian wheat and flour markets?
Year of publication: |
July 2016
|
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Authors: | An, Henry ; Qiu, Feng ; Zheng, Yanan |
Published in: |
Food policy : economics planning and politics of food and agriculture. - Amsterdam [u.a.] : Elsevier, ISSN 0306-9192, ZDB-ID 194840-4. - Vol. 62.2016, p. 142-150
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Subject: | Asymmetric VEC-BEKK-GARCH | Export controls | Flour | Price transmission | Ukraine | Volatility spillovers | Wheat | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Weizenmarkt | Wheat market | Preiskonvergenz | Price convergence | Handelshemmnisse | Trade barriers | Weizenpreis | Wheat price | Export | Weizen |
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