Skip to main content

Advertisement

Table 6 Conditional variance equations for EU butter, palm oil and crude oil prices

From: An analysis of price and volatility transmission in butter, palm oil and crude oil markets

  1. i, j = 1, 2, 3, 4 stands for EU butter, Oceania, palm oil and crude oil series, respectively. The symbols *, ** and *** denote rejection of the null hypothesis that the corresponding parameters equals 0 at the 1, 5 or 10 % confidence level, respectively. Significant parameters are also in bold