Common Drivers of Commodity Futures?
Year of publication: |
2022
|
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Authors: | Dudda, Tom L. ; Klein, Tony ; Nguyen, Duc Khuong ; Walther, Thomas |
Publisher: |
Belfast : Queen's University Belfast, Queen's Management School |
Subject: | Commodity futures | VAR | Granger causality | Mixed data sampling |
Series: | QMS Research Paper ; 2022/05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.4231994 [DOI] hdl:10419/271260 [Handle] RePEc:zbw:qmsrps:202205 [RePEc] |
Classification: | c58 ; G17 - Financial Forecasting ; q02 |
Source: |
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