Volatility spillovers between food and energy markets: A semiparametric approach
Year of publication: |
2011
|
---|---|
Authors: | Serra, Teresa |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 33.2011, 6, p. 1155-1164
|
Publisher: |
Elsevier |
Subject: | Biofuels | Price volatility interactions | Semiparametric GARCH | Sugar |
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Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach
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