Volatility Spillovers Arising from the Financialization of Commodities
Year of publication: |
2020
|
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Authors: | Chan, Wing H. |
Other Persons: | Shelton, Bryce (contributor) ; Wu, Yan Wendy (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk and Financial Management, 11(4), 72, 2020 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 3, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3642656 [DOI] |
Classification: | G1 - General Financial Markets ; G11 - Portfolio Choice ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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