Dynamic volatility spillovers between agricultural and energy commodities
Year of publication: |
2018
|
---|---|
Authors: | Xiarchos, Irene M. ; Burnett, J. Wesley |
Published in: |
Journal of agricultural and applied economics : JAEE. - Cambridge : Cambridge Univ. Press, ISSN 2056-7405, ZDB-ID 2141115-3. - Vol. 50.2018, 3, p. 291-318
|
Subject: | Agricultural and energy commodities | commodity price volatility | volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Landwirtschaft | Agriculture | Rohstoffmarkt | Commodity market | Agrarpreis | Agricultural price |
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