How far is too far for volatility transmission?
Year of publication: |
2022
|
---|---|
Authors: | Yang, Yao ; Karali, Berna |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 26.2022, p. 1-22
|
Subject: | Cross-border supply chain | Soybean complex | Synchronization | Spillover effects | Volatility impulse response | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Lieferkette | Supply chain | Sojabohne | Soybean | Welt | World |
-
Etienne, Xiaoli Liao, (2017)
-
Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna, (2014)
-
Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke, (2020)
- More ...
-
Yang, Yao, (2023)
-
Yang, Yao, (2024)
-
How Scary Are Food Scares? Evidence from Animal Disease Outbreaks
Houser, Matthew, (2020)
- More ...