Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics
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- Daniele Girardi, 2015. "Financialization of food . Modelling the time-varying relation between agricultural prices and stock market dynamics," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 482-505, July.
- Daniele Girardi, 2014. "Explaining the time-varying relation between agricultural prices and stock market dynamics," Department of Economics University of Siena 701, Department of Economics, University of Siena.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Karol Szafranek, 2015.
"Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH,"
- Karol Szafranek, 2015. "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," NBP Working Papers 213, Narodowy Bank Polski, Economic Research Department.
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Keywordsfinancialization; agricultural prices; DCC; cross-market correlations;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q1 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture
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