Modelling the effects of oil prices on global fertilizer prices and volatility
Year of publication: |
2012
|
---|---|
Authors: | Chen, Ping-yu ; Chang, Chia-lin ; Chen, Chi-chung ; McAleer, Michael |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 5.2012, 1, p. 78-114
|
Publisher: |
Basel : MDPI |
Subject: | Risk-return tradeoff | Volatility | Intraday skewness | Quantile Regression | High-frequency data |
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