Return and volatility spillover effects in agricultural commodity markets
Year of publication: |
October 3, 2017
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Authors: | Bernhardt, Matthias |
Publisher: |
[Salzburg] : University of Salzburg |
Subject: | Agricultural commodity spot markets | VAR-ABEKK-in-mean | optimal asset allocation | optimal hedge ratios | VAR | Volatilität | Volatility | Hedging | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Agrarpreis | Agricultural price | Spillover-Effekt | Spillover effect | Spotmarkt | Spot market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
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Series: | Working papers in economics. - Salzburg : University of Salzburg, ZDB-ID 2864893-6. - Vol. no. 2017, 03 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/184744 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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