ETP tracking of US agricultural and energy markets
Shamar L. Stewart, Olga Isengildina Massa, Colburn Hassman, Maximo de Leon
| Year of publication: |
2023
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|---|---|
| Authors: | Stewart, Shamar L. ; Isengildina Massa, Olga ; Hassman, Colburn ; Leon, Maximo de |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-16
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| Subject: | Agricultural commodities | Exchange-traded funds (ETFs) | Exchange-traded notes (ETNs) | GARCH | Tracking error | Tracking performance | Volatility | Indexderivat | Index derivative | Volatilität | Landwirtschaft | Agriculture | ARCH-Modell | ARCH model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477768