Price volatility spillovers in commodities market : an analytical study of selected commodities
Raji Pillai, Lokanadha Reddy M
Year of publication: |
2022
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Authors: | Pillai, Raji ; Lokanadha Reddy M |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 3, p. 971-982
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Subject: | Volatility | Spillovers | Agriculture | Commodity | GARCH | ARIMA | Crude Oil | Natural Gas | India | Volatilität | Spillover-Effekt | Spillover effect | Indien | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | ARCH-Modell | ARCH model | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Warenbörse | Commodity exchange | Erdöl | Petroleum | Erdgas | Natural gas | Agrarpreis | Agricultural price |
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