The US-China trade war and the volatility linkages between energy and agricultural commodities
Natalie Fang Ling Cheng, Akram Shavkatovich Hasanov, Wai Ching Poon, Elie Bouri
| Year of publication: |
2023
|
|---|---|
| Authors: | Cheng, Natalie Fang Ling ; Hasanov, Akram Shavkatovich ; Poon, Wai Ching ; Bouri, Elie |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-17
|
| Subject: | COVID-19 | Agricultural commodities | Covariance | Crude oil | Exogenous chocks | Multivariate GARCH model | U.S.-China trade | Volatility impulse response function (VIRF) | Volatility spillover | Volatilität | Volatility | ARCH-Modell | ARCH model | China | Welt | World | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Wirkungsanalyse | Impact assessment | Agraraußenhandel | International agricultural trade | Handelskonflikt | Trade dispute |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106605 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014284707