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What drives food price volatility? : evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Fijorek, Kamil; … - 2019
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
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What drives food price volatility? : evidence based on a generalized VAR approach applied to the food, financial and energy markets
Śmiech, Sławomir; Papież, Monika; Da̜browski, Marek A. - 2018
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
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Bond markets integration in the EU : new empirical evidence from the Eastern non-euro member-states
Stoupos, Nikolaos; Kiohos, Apostolos - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014225792
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Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Szafranek, Karol; Rubaszek, Michał - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 507-530
Persistent link: https://www.econbiz.de/10014632039
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The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India : evidence from time-varying Bayesian VAR model
Kang, Sang Hoon; Islam, Faridul; Tiwari, Aviral Kumar - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 90-101
Persistent link: https://www.econbiz.de/10012299640
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Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Rubaszek, Michał; Szafranek, Karol - 2022
Persistent link: https://www.econbiz.de/10013474299
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Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista; Assaf, Ata; Klotzle, Marcelo Cabus - In: The journal of futures markets 44 (2024) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
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Do macroprudential policies reduce risk spillovers between energy markets? : evidence from time-frequency domain and mixed-frequency methods
Xie, Qichang; Bai, Yu; Jia, Nanfei; Xu, Xin - In: Energy economics 134 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015047096
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Food price spikes and volatility in local food markets in Nigeria
Shittu, Adebayo M.; Akerele, Dare; Haile, Mekbib Gebretsadik - 2017
Beside the mixed evidences on transmission of international food price volatility to local markets and the desirability or otherwise of reliance on stabilisation policy to cushion the effects, very little is known about the key drivers of price spikes and volatility in sub-Saharan Africa. This...
Persistent link: https://www.econbiz.de/10011721336