The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets
Di Mo, Rakesh Gupta, Bin Li, Tarlok Singh
| Year of publication: |
2018
|
|---|---|
| Authors: | Mo, Di ; Gupta, Rakesh ; Li, Bin ; Singh, Tarlok |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 543-560
|
| Subject: | Volatility | Emerging markets | Commodity futures | GARCH-MIDAS model | Macroeconomic determinants | Volatilität | Rohstoffderivat | Commodity derivative | China | Indien | India | Schwellenländer | Emerging economies | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.08.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027983