Volatility and spillover effects of oil and food price shocks: Application of time series econometrics

ISBN 10: 3847349023 / ISBN 13: 9783847349020
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Volatility and spillover effects of oil and food price shocks: Application of time series econometrics. N° de ref. de la librería

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Sinopsis: The skyrocketing prices of oil and food are matters of great concerns for consumers, producers, national and international bodies. This book adresses this aspect in five independent but related essays. The first two essays model the extent of volatility of oil and food price shocks. Third essay examines the cross country mean and volatility spillover effects of food prices while the fourth essay investigates the spillover effects of oil prices on the food prices of selected Asia and Pacific countries. Finally, the fifth essay assesses the economic impacts of oil and food prices in the context of selected Asia and Pacific countries. Overall, the findings show that both oil and food prices have persistence effets on the volatility while the evidence of asymmetry is mixed; there is considerable cross country mean and volatility spillover effects of food prices; oil prices positively spillover to food prices and the impacts of oil and food prices to macroeconomic variables are dependent on the economic characteristics of individual economies.

Biografía del autor: Fardous Alom, a member of Bangladesh Civil Service (Administration) cadre, is currently an adjunct lecturer of Economics and doctoral research fellow at Lincoln University in New Zealand. He has published several articles in internationally reputed journals and the recipient of several awards and scholarships.

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Título: Volatility and spillover effects of oil and ...



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1.

Alom, Md Fardous
Editorial: LAP Lambert Academic Publishing (2012)
ISBN 10: 3847349023 ISBN 13: 9783847349020
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Descripción LAP Lambert Academic Publishing, 2012. Estado de conservación: New. This item is printed on demand for shipment within 3 working days. Nº de ref. de la librería KP9783847349020

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Alom, Md Fardous
Editorial: LAP Lambert Academic Publishing (2012)
ISBN 10: 3847349023 ISBN 13: 9783847349020
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Descripción LAP Lambert Academic Publishing, 2012. Estado de conservación: New. This item is printed on demand for shipment within 3 working days. Nº de ref. de la librería LP9783847349020

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Md Fardous Alom
Editorial: LAP Lambert Academic Publishing Feb 2012 (2012)
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Descripción LAP Lambert Academic Publishing Feb 2012, 2012. Taschenbuch. Estado de conservación: Neu. 220x150x9 mm. This item is printed on demand - Print on Demand Neuware - The skyrocketing prices of oil and food are matters of great concerns for consumers, producers, national and international bodies. This book adresses this aspect in five independent but related essays. The first two essays model the extent of volatility of oil and food price shocks. Third essay examines the cross country mean and volatility spillover effects of food prices while the fourth essay investigates the spillover effects of oil prices on the food prices of selected Asia and Pacific countries. Finally, the fifth essay assesses the economic impacts of oil and food prices in the context of selected Asia and Pacific countries. Overall, the findings show that both oil and food prices have persistence effets on the volatility while the evidence of asymmetry is mixed; there is considerable cross country mean and volatility spillover effects of food prices; oil prices positively spillover to food prices and the impacts of oil and food prices to macroeconomic variables are dependent on the economic characteristics of individual economies. 152 pp. Englisch. Nº de ref. de la librería 9783847349020

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MD Fardous Alom
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Descripción LAP Lambert Academic Publishing, 2012. PAP. Estado de conservación: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería LQ-9783847349020

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Alom, Md Fardous
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Descripción LAP Lambert Academic Publishing, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9783847349020_lsuk

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Descripción LAP Lambert Academic Publishing, 2012. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IQ-9783847349020

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Md Fardous Alom
Editorial: LAP Lambert Academic Publishing, Germany (2012)
ISBN 10: 3847349023 ISBN 13: 9783847349020
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Descripción LAP Lambert Academic Publishing, Germany, 2012. Paperback. Estado de conservación: New. Aufl.. 220 x 150 mm. Language: English . Brand New Book. The skyrocketing prices of oil and food are matters of great concerns for consumers, producers, national and international bodies. This book adresses this aspect in five independent but related essays. The first two essays model the extent of volatility of oil and food price shocks. Third essay examines the cross country mean and volatility spillover effects of food prices while the fourth essay investigates the spillover effects of oil prices on the food prices of selected Asia and Pacific countries. Finally, the fifth essay assesses the economic impacts of oil and food prices in the context of selected Asia and Pacific countries. Overall, the findings show that both oil and food prices have persistence effets on the volatility while the evidence of asymmetry is mixed; there is considerable cross country mean and volatility spillover effects of food prices; oil prices positively spillover to food prices and the impacts of oil and food prices to macroeconomic variables are dependent on the economic characteristics of individual economies. Nº de ref. de la librería KNV9783847349020

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Md Fardous Alom
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Descripción LAP Lambert Academic Publishing. Paperback. Estado de conservación: New. Paperback. 152 pages. Dimensions: 8.7in. x 5.9in. x 0.3in.The skyrocketing prices of oil and food are matters of great concerns for consumers, producers, national and international bodies. This book adresses this aspect in five independent but related essays. The first two essays model the extent of volatility of oil and food price shocks. Third essay examines the cross country mean and volatility spillover effects of food prices while the fourth essay investigates the spillover effects of oil prices on the food prices of selected Asia and Pacific countries. Finally, the fifth essay assesses the economic impacts of oil and food prices in the context of selected Asia and Pacific countries. Overall, the findings show that both oil and food prices have persistence effets on the volatility while the evidence of asymmetry is mixed; there is considerable cross country mean and volatility spillover effects of food prices; oil prices positively spillover to food prices and the impacts of oil and food prices to macroeconomic variables are dependent on the economic characteristics of individual economies. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Nº de ref. de la librería 9783847349020

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