Short- and long-run determinants of commodity price volatility
Year of publication: |
2013
|
---|---|
Authors: | Karali, Berna ; Power, Gabriel J. |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 95.2013, 3, p. 724-738
|
Subject: | Rohstoffpreis | Commodity price | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | 1990-2009 |
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