Modeling the commodity prices of base metals in Indian commodity market using a higher order Markovian approach
Year of publication: |
2022
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Authors: | Nag, Suryadeepto ; Basu, Sankarshan ; Chakrabarty, Siddhartha P. |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 20.2022, 1, p. 159-171
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Subject: | Commodity prices | Copper mini | Higher order Markovian | Estimation | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Markov-Kette | Markov chain | Rohstoffderivat | Commodity derivative | Indien | India | Kupfer | Copper | Volatilität | Volatility |
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