Asymmetric volatility in commodity markets
Year of publication: |
2021
|
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Authors: | Chen, Yu-Fu ; Mu, Xiaoyi |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 22.2021, p. 1-13
|
Subject: | Asymmetric volatility | Commodity | Inventory effect | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Lagerhaltungsmodell | Inventory model | Theorie | Theory |
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