Spillovers between food and energy prices and structural breaks
Year of publication: |
2015
|
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Authors: | Al-Maadid, Alanoud ; Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Energy and food prices | VAR-GARCH BEKK model | Mean and volatility spillovers |
Series: | DIW Discussion Papers ; 1466 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 821600796 [GVK] hdl:10419/108984 [Handle] RePEc:diw:diwwpp:dp1466 [RePEc] |
Classification: | C32 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud, (2015)
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Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud, (2015)
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Spillovers between Food and Energy Prices and Structural Breaks
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