Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Rangan Gupta and Christian Pierdzioch
| Year of publication: |
2023
|
|---|---|
| Authors: | Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions. - Cham : Springer International Publishing, ISBN 978-3-031-24486-5. - 2023, p. 23-44
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| Subject: | Agricultural commodities | Climate risks | Prediction | Realized volatility | Volatilität | Volatility | Klimawandel | Climate change | Prognoseverfahren | Forecasting model | Welt | World | Risiko | Risk | Schätzung | Estimation | Agrarpreis | Agricultural price | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-24486-5_2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282545