On volatility transmission from crude oil to agricultural commodities
Dilip Kumar
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 2, p. 87-101
|
| Subject: | Volatility Spillover | Crude Oil | Agricultural Commodities | Volatility Estimator | Sudden Changes | Volatilität | Volatility | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Welt | World | Erdöl | Petroleum | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2017.72009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011660209