Have a personal or library account? Click to login
Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness Cover

Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness

Economics and Business Review
Volume 7 (2021): Issue 4 (December 2021)
By: Arunendra Mishra and  R Prasanth Kumar  
Open Access
|Dec 2021

Authors

Arunendra Mishra

arunendra.niftem@gmail.com

Department of Food Business Management and Entrepreneurship, National Institute of Food Technology Entrepreneurship and Management, India

R Prasanth Kumar

prasanth@niftem.ac.in

Department of Food Business Management and Entrepreneurship, National Institute of Food Technology Entrepreneurship and Management, India
DOI: https://doi.org/10.18559/ebr.2021.4.3 | Journal eISSN: 2450-0097 | Journal ISSN: 2392-1641
Journal RSS Feed
Language: English
Page range: 28 - 53
Submitted on: Jul 24, 2021
Accepted on: Oct 25, 2021
Published on: Dec 30, 2021
Published by: Poznań University of Economics and Business Press
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
dynamic connectedness,
TVP-VAR,
price volatility,
volatility spillover,
agricultural commodities,
network diagrams
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Finance,
Mathematics and statistics for economists,
Econometrics

© 2021 Arunendra Mishra, R Prasanth Kumar, published by Poznań University of Economics and Business Press
This work is licensed under the Creative Commons Attribution 4.0 License.

Previous articleVolume 7 (2021): Issue 4 (December 2021)Next article