Quantifying the announcement effects in the U.S. lumber futures market
Year of publication: |
2020
|
---|---|
Authors: | Ismailova, Zarina ; Etienne, Xiaoli Liao ; Shakya, Shishir ; Mattos, Fabio |
Published in: |
Journal of forest economics : JFE. - Boston : Now publishers inc., ISSN 1104-6899, ZDB-ID 1231357-9. - Vol. 35.2020, 4, p. 375-395
|
Subject: | Lumber | futures prices | volatility | housing starts | new home sales | public reports | inventory | GARCH | Ankündigungseffekt | Announcement effect | USA | United States | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Immobilienpreis | Real estate price | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange | Immobilienmarkt | Real estate market |
-
Staugaitis, Algirdas Justinas, (2023)
-
Uncertainty in the housing market : evidence from US states
Christidou, Maria, (2018)
-
Zuppiroli, Marco, (2016)
- More ...
-
Shale revolution, oil and gas prices, and drilling activities in the United States
Shakya, Shishir, (2022)
-
The political economy of Vermont’s abortion bill
Shakya, Shishir, (2022)
-
Does scope of practice affect mobility of nurse practitioners serving medicare beneficiaries?
Shakya, Shishir, (2020)
- More ...