Do crude oil prices spillover food prices? evidence for Asia and Pacific countries
This study investigates the mean and volatility spillover effects of world crude oil prices on the food prices for selected Asia and Pacific countries employing vector autoregression (VAR) and generalised autoregressive conditional heteroskedasticity (GARCH)-family models over 2 January 1995 to...
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| Format: | Article |
| Language: | English English |
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Inderscience Publishers
2015
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| Online Access: | http://irep.iium.edu.my/44054/1/IJETP110105_ALOM.pdf http://irep.iium.edu.my/44054/4/44054_Do%20crude%20oil%20prices%20spillover%20food%20prices_SCOPUS.pdf http://irep.iium.edu.my/44054/ http://www.inderscience.com/info/inarticletoc.php?jcode=ijetp&year=2015&vol=11&issue=1 |
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