Macroeconomic forecasts and commodity futures volatility
Year of publication: |
2021
|
---|---|
Authors: | Ye, Wuyi ; Guo, Ranran ; Deschamps, Bruno ; Jiang, Ying ; Liu, Xiaoquan |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 94.2021, p. 981-994
|
Subject: | Commodity futures | GARCH-MIDAS model | Macroeconomic forecasts | Volatility | Wirtschaftsprognose | Economic forecast | Volatilität | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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