What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets
Year of publication: |
2018
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Authors: | Śmiech, Sławomir ; Papież, Monika ; Dąbrowski, Marek A. ; Fijorek, Kamil |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | volatility spillovers | food markets | financial and energy markets | generalized VAR | lasso estimation |
Series: | Economics Discussion Papers ; 2018-55 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1026976340 [GVK] hdl:10419/180398 [Handle] RePEc:zbw:ifwedp:201855 [RePEc] |
Classification: | Q17 - Agriculture in International Trade ; G15 - International Financial Markets ; c58 |
Source: |
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Śmiech, Sławomir, (2019)
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Śmiech, Sławomir, (2019)
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Śmiech, Sławomir, (2018)
- More ...
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Śmiech, Sławomir, (2019)
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Dąbrowski, Marek A., (2013)
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The impact of the Euro area macroeconomy on energy and non-energy global commodity prices
Papież, Monika, (2014)
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