Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions

Title
Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions
Authors
Keywords
Coffee, Risk spillovers, Market network, Asymmetry
Journal
ECONOMIC MODELLING
Volume 106, Issue -, Pages 105691
Publisher
Elsevier BV
Online
2021-10-29
DOI
10.1016/j.econmod.2021.105691

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