Volatility spillovers in the Thai palm oil market

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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Songsiengchai, Patchaya, Sidique, Shaufique Fahmi, Djama, Marcel, Hook, Law Siong
Formáid:	Alt
Teanga:	English
Foilsithe / Cruthaithe:	American Scientific Publishers 2018
Rochtain ar líne:	http://psasir.upm.edu.my/id/eprint/74414/1/Volatility%20spillovers%20in%20the%20Thai%20palm%20oil%20market.pdf

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