Title |
Spillovers between food and energy prices and structural breaks / Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo, Nicola Spagnolo |
---|---|
Involved |
Alanoud Al-Maadid (Verfasser) |
Published |
Berlin: Deutsches Institut für Wirtschaftsforschung (DIW) |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Subject |
jel:C32
jel:F36 jel:G15 Energy and food prices
VAR-GARCH BEKK model
Mean and volatility spillovers |
Series |
DIW Discussion Papers ; 1466 |
Persistent identifier |
urn:nbn:de:101:1-201802263076 (URN) |
Record ID |
1153345811 |
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