Showing 21 - 30 of 6,430
Persistent link: https://www.econbiz.de/10011548785
price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the … mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models …
Persistent link: https://www.econbiz.de/10011555888
agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility … industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to …
Persistent link: https://www.econbiz.de/10011556435
Persistent link: https://www.econbiz.de/10011558992
Persistent link: https://www.econbiz.de/10011536627
Persistent link: https://www.econbiz.de/10010457143
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 … price series considered. …
Persistent link: https://www.econbiz.de/10010498617
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 … price series considered. …
Persistent link: https://www.econbiz.de/10010501248
Persistent link: https://www.econbiz.de/10003816536
Persistent link: https://www.econbiz.de/10003244463