Risky times : seasonality and event risk of commodities
Year of publication: |
2024
|
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Authors: | Boos, Dominik |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 5, p. 767-783
|
Subject: | ARCH | commodities | event risk | ridge regression | seasonality | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative |
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