Volatility forecasting in commodity markets using macro uncertainty
Dimitrios Bakas, Athanasios Triantafyllou
| Year of publication: |
2019
|
|---|---|
| Authors: | Bakas, Dimitrios ; Triantafyllou, Athanasios |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 79-94
|
| Subject: | Commodity markets | Forecasting | Macroeconomic uncertainty | Volatility | Volatilität | Rohstoffmarkt | Commodity market | Prognoseverfahren | Forecasting model | Risiko | Risk | Welt | World | Rohstoffpreis | Commodity price | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.03.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172661