Global food and energy markets: volatility transmission and impulse response effects
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- Lee , Hyun-Hoon & Park, Cyn-Young, 2013. "International Transmission of Food Prices and Volatilities: A Panel Analysis," ADB Economics Working Paper Series 373, Asian Development Bank.
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More about this item
Keywords
Volatility; global food; impulse response;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy; Animal Welfare Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2011-10-22 (Agricultural Economics)
- NEP-BEC-2011-10-22 (Business Economics)
- NEP-CIS-2011-10-22 (Confederation of Independent States)
- NEP-CWA-2011-10-22 (Central and Western Asia)
- NEP-ENE-2011-10-22 (Energy Economics)
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