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~person:"Arouri, Mohamed"
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Arouri, Mohamed
Gupta, Rangan
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On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
-
Institut de Préparation à l'Administration et à la …
-
2014
present a new Time Varying Parameter VAR model (
TVP-VAR
) with stochastic volatility approach which provides extreme …
Persistent link: https://www.econbiz.de/10010757656
Saved in:
2
On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on
TVP-VAR
models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy Economics
45
(
2014
)
C
,
pp. 66-98
present a new time varying parameter VAR (
TVP-VAR
) model with stochastic volatility approach which provides extreme …
Persistent link: https://www.econbiz.de/10010939444
Saved in:
3
On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on
TVP-VAR
models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy economics
45
(
2014
),
pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
Saved in:
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