Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
Year of publication: |
2012-04
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Authors: | Manera, Matteo ; Nicolini, Marcella ; Vignati, Ilaria |
Institutions: | Fondazione ENI Enrico Mattei (FEEM) |
Subject: | Energy | Commodities | Futures Markets | Financial Speculation | Multivariate GARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012.23 |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; Q11 - Aggregate Supply and Demand Analysis; Prices ; Q43 - Energy and the Macroeconomy |
Source: |
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Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Manera, Matteo, (2012)
-
Returns in commodities futures markets and financial speculation: A multivariate GARCH approach
Manera, Matteo, (2012)
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Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Manera, Matteo, (2012)
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Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Manera, Matteo, (2012)
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Returns in commodities futures markets and financial speculation: A multivariate GARCH approach
Manera, Matteo, (2012)
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