Dynamic interactions of commodities and policy uncertainty a VARX-ADCC-EGARCH approach

In this study, I focused on three essential food staples: wheat, corn, and rice. Unfortunately, food prices are unstable, which can cause troubles in different economies in different economic cycles. As price stability is vital for so many, this research sought ways of decreasing price instability....

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Bibliographic Details
Main Author: Kallio, Anssi
Other Authors: School of Business and Economics, Kauppakorkeakoulu, Business and Economics, Taloustieteet, University of Jyväskylä, Jyväskylän yliopisto
Format: Master's thesis
Language:eng
Published: 2023
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/92551