Volatility dynamics of agricultural futures markets under uncertainties
Year of publication: |
2024
|
---|---|
Authors: | Dutta, Anupam ; Uddin, Mohammed Gazi Salah ; Sheng, Lin Wen ; Park, Donghyun ; Zhu, Xuening |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107754, p. 1-18
|
Subject: | Agricultural futures markets | Crude oil volatility | Economic policy uncertainty | Geopolitical risk | Realized volatility | VIX | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Welt | World | Risiko | Risk | Ölpreis | Oil price | Schätzung | Estimation |
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