The 2019 government shutdown increased uncertainty in major agricultural commodity markets
Raghav Goyal, Michael K. Adjemian
| Year of publication: |
2021
|
|---|---|
| Authors: | Goyal, Raghav ; Adjemian, Michael K. |
| Published in: |
Food policy : economics planning and politics of food and agriculture. - Amsterdam [u.a.] : Elsevier, ISSN 0306-9192, ZDB-ID 194840-4. - Vol. 102.2021, p. 1-15
|
| Subject: | WASDE | Implied volatility | USDA reports | Options | Risk | GARCH | Moneyness | Volatilität | Volatility | Risiko | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.foodpol.2021.102064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817189