Zobrazeno 1 - 1
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pro vyhledávání: '"Sokratis Mitsas"'
Publikováno v:
Cogent Economics & Finance, Vol 10, Iss 1 (2022)
This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs), and threats (GPTs) indices on monthly returns and volatility of several American commodity futures. By modeling volatility via an Exponential Generalized Autor
Externí odkaz:
https://doaj.org/article/c0a0adc563fc4709ba3737b1e6a396cd