Multivariate GARCH to measure volatility transmission between oil and food markets
By: al-Hannani, Farah Ilyas; Bu Salim, Abu Bakr; Bilghalim, Halah. Finance and Business Economies Review. Vol. 1, no. 1 (2017), pp.275-288, 14 p.
Subjects: Food products; Macroeconomics; Petroleum; Prices; Statistical analysis