Showing 1 - 10 of 13
Reducing greenhouse gas emissions in the housing sector remains an important challenge for a climate policy. This study provides new evidence on the ability of Poles inhabiting single-family houses to reduce the pressure on the environment as income grows. We apply the environmental Kuznets...
Persistent link: https://www.econbiz.de/10013404388
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011984455
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011873184
Persistent link: https://www.econbiz.de/10012141638
Persistent link: https://www.econbiz.de/10012284832
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011976511
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...
Persistent link: https://www.econbiz.de/10011872918
This paper examines the European natural gas market connectedness. Four main markets from the North-Western and South European regions are investigated with the Diebold-Yilmaz connectedness approach derived from the time-varying parameters VAR model with stochastic volatility. We show that the...
Persistent link: https://www.econbiz.de/10013294449
Though the hypothesis that exchange rate regimes fully predetermine monetary policy in the face of external shocks hardly finds any advocates on theoretical ground it has crept in the most of empirical research. This study adopts a more discerning empirical approach that looks at monetary policy...
Persistent link: https://www.econbiz.de/10011109484
The aim of the paper is the analysis of the links between the real and financial processes in the euro area and energy and non-energy commodity prices. Monthly data spanning from 1997:1 to 2013:12 and the structural VAR model are used to analyse the relations between global commodity prices and...
Persistent link: https://www.econbiz.de/10011111297