The role of outliers and oil price shocks on volatility of metal prices
Year of publication: |
2015
|
---|---|
Authors: | Behmiri, Niaz Bashiri ; Manera, Matteo |
Publisher: |
Milano : Fondazione Eni Enrico Mattei |
Subject: | Metals | Commodities | Volatility | Oil Price | Outliers | Ölpreis | Oil price | Volatilität | Welt | World | Metallmarkt | Metal market | Rohstoffmarkt | Commodity market | Metall | Metal | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative |
Extent: | Online-Ressource (39 S.) |
---|---|
Series: | Working paper. - Milan : [Verlag nicht ermittelbar], ZDB-ID 2217241-5. - Vol. 77.2015 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/130259 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Q4 - Energy ; C1 - Econometric and Statistical Methods: General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices
Behmiri, Niaz, (2015)
-
Do efficient commodity markets co-move : evidence from Indian base metals market
Shahani, Rakesh, (2023)
-
How is volatility in commodity markets linked to oil price shocks?
Ahmadi, Maryam, (2015)
- More ...
-
The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices
Behmiri, Niaz Bashiri, (2015)
-
How is Volatility in Commodity Markets Linked to Oil Price Shocks?
Ahmadi, Maryam, (2015)
-
Understanding Dynamic Conditional Correlations between Commodities Futures Markets
Behmiri, Niaz Bashiri, (2016)
- More ...