Tail dependence risk and spillovers between oil and food prices
Year of publication: |
2021
|
---|---|
Authors: | Hanif, Waqas ; Areola Hernandez, Jose ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-min |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 195-209
|
Subject: | CoVaR | Oil prices | Spillovers | Tail dependence | World food prices | Ölpreis | Oil price | Lebensmittelpreis | Food price | Spillover-Effekt | Spillover effect | Welt | World |
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