Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
Year of publication: |
2013-10
|
---|---|
Authors: | Magrini, Emiliano ; Donmez, Ayca |
Institutions: | Institute for Prospective Technological Studies (IPTS), Joint Research Centre |
Subject: | Price Volatility | Agricultural Commodities | GARCH-MIDAS | macroeconomic indicators | speculation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | published Number JRC84138 27 pages |
Classification: | C53 - Forecasting and Other Model Applications ; c58 ; Q11 - Aggregate Supply and Demand Analysis; Prices ; Q14 - Agricultural Finance |
Source: |
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