Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
Sign Up to like & getrecommendations! Published in 2018 at "Energy Economics"
DOI: 10.1016/j.eneco.2018.08.015
Abstract: Unlike previous studies, we employ a relatively newer modelling technique — a time-varying copula with a switching dependence — to characterise the conditional dependence between energy and agricultural commodity markets in a more realistic way.… read more here.
Keywords: risk; dependence; agricultural commodity; energy agricultural ... See more keywords
The volatility linkage between energy and agricultural futures markets with external shocks
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DOI: 10.1016/j.irfa.2019.01.011
Abstract: Abstract This paper investigates the volatility linkage between energy and agricultural futures returns and how this linkage responds to external macroeconomic shocks. A framework combining the VARMA-BEKK-GARCH model and the Permanent-Transitory decomposition technology is employed… read more here.
Keywords: energy agricultural; volatility; linkage; agricultural futures ... See more keywords
Renewable Energy from Agricultural Waste
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DOI: 10.37358/rc.18.6.6325
Abstract: STEFANIA DANIELA BRAN1, PETRE CHIPURICI2*, MARIANA BRAN3, ALEXANDRU VLAICU2 1The Bucharest University of Economic Studies, Doctoral Programs in Economics and Law, 11 Tache Ionescu Str., 010352, Bucharest, Romania 2University Politehnica of Bucharest, Department of Bioresources… read more here.
Keywords: agricultural waste; bucharest romania; renewable energy; energy agricultural ... See more keywords