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Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model

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  • Stewart, Shamar L.
  • Isengildina Massa, Olga
Abstract
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Suggested Citation

  • Stewart, Shamar L. & Isengildina Massa, Olga, 2024. "Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model," 2024 Annual Meeting, July 28-30, New Orleans, LA 343936, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea22:343936
    DOI: 10.22004/ag.econ.343936
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    References listed on IDEAS

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