Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach
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More about this item
Keywordsbiofuels; feedstocks; price volatility interactions; semiparametric GARCH; Demand and Price Analysis; Resource /Energy Economics and Policy; Q11; Q42; C58;
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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