Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Year of publication: |
2024
|
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Authors: | Cao, Yan ; Cheng, Sheng ; Li, Xinran |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 2, Art.-No. 102113, p. 1-15
|
Subject: | Extreme spillovers | Food markets | Heterogeneous crude oil shocks | Temperature change | Time-frequency analysis | Ölpreis | Oil price | Welt | World | Lebensmittelmarkt | Food market | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Lebensmittelpreis | Food price |
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