Arbeitspapier
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
- Sprache
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Englisch
- Erschienen in
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Series: Tinbergen Institute Discussion Paper; No. 15-077/III
Bezug (was)
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Financial Econometrics
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Economic Development: Agriculture; Natural Resources; Energy; Environment; Other Primary Products
Alternative Energy Sources
Energy markets
agricultural markets
volatility and covolatility spillovers
univariate and multivariate conditional volatility models
BEKK
DCC
definitions of spillovers
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Financial Econometrics
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Economic Development: Agriculture; Natural Resources; Energy; Environment; Other Primary Products
Alternative Energy Sources
Energy markets
agricultural markets
volatility and covolatility spillovers
univariate and multivariate conditional volatility models
BEKK
DCC
definitions of spillovers
Beteiligte Personen und Organisationen
Chang, Chia-Lin
Li, Yiying
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
Li, Yiying
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:58 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Chang, Chia-Lin
- Li, Yiying
- McAleer, Michael
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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