Dynamics of volatility behaviour and spillover from crude to energy crops: Empirical evidence from India
The study is an attempt to investigate the impact of crude prices on energy crops; Soyabean, Wheat and Sugarcane for India for the period Jan 2016-Dec 2020. The study mainly covered two dimensions; the spillover of volatility from crude to the energy crops and the asymmetric angle. The econometric t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-12-01
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| Series: | Energy Nexus |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2772427122001073 |