framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …

framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …

. (2023) to estimate global food price mean and volatility indicators, the latter measuring uncertainty and risk in the global … volatility shocks have sizeable effects on food price inflation in all countries and persistent second-round effects on core … volatility) and their effects on core inflation to formulate appropriate policy responses. …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …