Alanoud Al-Maadid

Brunel University London - Economics and Finance

Uxbridge UB8 3PH

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

55

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (1)

Spillovers between Food and Energy Prices and Structural Breaks

CESifo Working Paper Series No. 5282
Number of pages: 21 Posted: 14 Apr 2015
Brunel University London - Economics and Finance, Brunel University London - Department of Economics and Finance, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 39 (441,473)

Abstract:

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energy and food prices, VAR-GARCH BEKK model, mean and volatility spillovers

Spillovers between Food and Energy Prices and Structural Breaks

DIW Berlin Discussion Paper No. 1466
Number of pages: 22 Posted: 08 Apr 2015
Brunel University London - Economics and Finance, Brunel University London - Department of Economics and Finance, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 16 (570,870)
Citation 1

Abstract:

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Energy and food prices, VAR-GARCH BEKK model, Mean and volatility spillovers