Volatility spillovers in the Thai palm oil market
This paper investigates the effect of global prices in the Thai palm oil market. We provide comprehensive evidence of growth and volatility spillovers for the key crop, crude palm oil in Thailand over the period 1996 to 2015. The Dynamic Conditional Correlation model (DCC) and Granger Causality test...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Scientific Publishers
2018
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| Online Access: | http://psasir.upm.edu.my/id/eprint/74414/1/Volatility%20spillovers%20in%20the%20Thai%20palm%20oil%20market.pdf |