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Modelling petroleum future price volatility : analysing asmmetry and persistency of shocks

Alom, Fardous; Ward, Bert; Hu, Baiding - In: OPEC energy review 36 (2012) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009558932

Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies : application of SVAR models

Alom, Fardous; Ward, Bert; Hu, Baiding - In: OPEC energy review 37 (2013) 3, pp. 327-372

Persistent link: https://www.econbiz.de/10010207219

Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks

Alom, Fardous; Ward, Bert D.; Hu, Baiding - In: OPEC Energy Review 36 (2012) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10010545606

Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models

Alom, Fardous; Ward, Bert D.; Hu, Baiding - In: OPEC energy review 37 (2013) 3, pp. 327-372

Persistent link: https://www.econbiz.de/10010177032

Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks

Alom, Fardous; Ward, Bert D.; Hu, Baiding - In: OPEC energy review 36 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10009830850

Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis

Alom, Fardous; Ward, Bert D; Hu, Baiding - In: Economics Bulletin 31 (2011) 2, pp. 1439-1450

This study assesses the mean and volatility spillover effects of changes in food prices among a number of Asia and Pacific countries - Australia, New Zealand, Korea, Singapore, Hong Kong, Taiwan, India and Thailand - including the USA as a special case using daily observations for 1995 to 2010....

Persistent link: https://www.econbiz.de/10011278862