COVID-19 impact on commodity futures volatilities
Yongmin Zhang, Ruizhi Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhang, Yongmin ; Wang, Ruizhi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-6
|
| Subject: | COVID-19 pandemic | ARMA-GARCH models | Commodity futures volatilities | Rohstoffderivat | Commodity derivative | Coronavirus | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Welt | World | Epidemie | Epidemic | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102624 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013457716