Modelling the return and volatility spillovers of crude oil and food prices in Nigeria

Title
Modelling the return and volatility spillovers of crude oil and food prices in Nigeria
Authors
Keywords
Oil price, Food prices, Vector autoregression (VAR), Variance Decomposition, Spillover index
Journal
ENERGY
Volume 169, Issue -, Pages 186-205
Publisher
Elsevier BV
Online
2018-12-08
DOI
10.1016/j.energy.2018.12.011

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