Renewable versus nonrenewable resources : an analysis of volatility in futures prices
Year of publication: |
January 2017
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Authors: | Gevorkyan, Arkady |
Published in: |
The Australian journal of agricultural and resource economics. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1364-985X, ZDB-ID 1387184-5. - Vol. 61.2017, 1, p. 19-35
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Subject: | futures | GARCH | renewable resources | volatility | vector smooth transition autoregressive | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory | Erneuerbare Ressourcen | Renewable resources | Erschöpfbare Ressourcen | Exhaustible resources | Zeitreihenanalyse | Time series analysis |
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