Leadership shift in the global soybean market: Dynamic connectedness approach (TVP-VAR)
The price transmission in international soybean market has been extensively examined. However, recent econometric advancements have enabled the application of dynamic connectedness methodology as outlined by Antonakakis and Gabauer (2017) [1], which is based on a Time-varying Parameter Vector Autore...
| 出版年: | Heliyon |
|---|---|
| 主要な著者: | , , , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Elsevier
2024-08-01
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| 主題: | |
| オンライン･アクセス: | http://www.sciencedirect.com/science/article/pii/S2405844024121020 |