Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility

Autor:	Jiawen Luo, Hardik A. Marfatia, Qiang Ji
Rok vydání:	2021
Předmět:	Agricultural commodity Realized variance Strategy and Management Modeling and Simulation Economics Monetary economics Management Science and Operations Research Statistics Probability and Uncertainty Volatility (finance) Futures contract Computer Science Applications
Zdroj:	Journal of Forecasting. 41:383-404
ISSN:	1099-131X 0277-6693
DOI:	10.1002/for.2811
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::836b58f9b2c86f2a9e94e0d49e4ead18 https://doi.org/10.1002/for.2811 Zobrazit plný text záznamu