US grain commodity futures price volatility : does trade policy uncertainty matter?
Dexiang Mei, Yutang Xie
| Year of publication: |
2022
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|---|---|
| Authors: | Mei, Dexiang ; Xie, Yutang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-9
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| Subject: | GARCH-MIDAS | Grain markets | Trade policy uncertainty | Volatility forecast | Volatilität | Volatility | USA | United States | Getreidemarkt | Grain market | Außenwirtschaftspolitik | Foreign economic policy | Getreide | Grain | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Welt | World | Risiko | Risk | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464297