Spillovers between Food and Energy Prices and Structural Breaks
Year of publication: |
2015
|
---|---|
Authors: | Al-Maadid, Alanoud ; Caporale, Guglielma Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Energy and food prices | VAR-GARCH BEKK model | Mean and volatility spillovers |
Extent: | application/pdf |
---|---|
Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Notes: | Number 1466 20 pages long |
Classification: | C32 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
-
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud, (2015)
-
Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud, (2015)
-
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud, (2015)
- More ...
-
Macro News and Bond Yield Spreads in the Euro Area
Caporale, Guglielmo Maria, (2014)
-
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
Caporale, Guglielmo Maria, (2014)
-
Political Tension and Stock Markets in the Arabian Peninsula
Al-Maadid, Alanoud, (2018)
- More ...