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pro vyhledávání: '"Vijay Kumar Varadi"'
Autor:
Vijay Kumar Varadi
Publikováno v:
SSRN Electronic Journal.
Recent hikes and fluctuations in global commodity prices in 2007-11 have raised many issues. The present analysis is an attempted advancement to identify appropriate associations to volatile commodity prices by advancing existing analysis of S&P GSCI
Autor:
Vijay Kumar Varadi
Publikováno v:
SSRN Electronic Journal.
Recent price surge in commodity markets has stipulated the intensity of various factors which lead the price volatility. There are multiple-factors namely, traditional supply and demand, excess global liquidity (i.e., monetary inflows in commodity ma
Autor:
Nagarjuna Boppana, Vijay Kumar Varadi
Publikováno v:
SSRN Electronic Journal.
In order to study the volatility spillovers / the transfer of volatilities from spot and futures markets for the period 1st January 2001 to 30th November 2005 with high frequency data i.e., one minute intervals, we have used GARCH models to compute v