Volatility spillovers between food and energy markets: A semiparametric approach

Keyphrases

• Volatility 100%
• Semi-parametric Approach 100%
• Energy Market 100%
• Volatility Spillover 100%
• Food Market 100%
• Previous Literature 50%
• Conditional Covariance 50%
• Parametric Approach 50%
• Nonparametric Methods 50%
• Brazil 50%
• Covariance Function 50%
• Semi-parametric 50%
• Food Prices 50%
• Energy Prices 50%
• Crude Oil Price 50%
• Ethanol Prices 50%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 50%
• Parametric Approximation 50%
• Conditional Covariance Matrix 50%
• Nonparametric Adjustment 50%
• Sugar Prices 50%

Mathematics

• Parametric 100%
• Conditionals 66%
• Covariance Matrix 33%
• Covariance Function 33%
• GARCH Model 33%