Wavering interactions between commodity futures prices and us dollar exchange rates
Year of publication: |
2019
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Authors: | Orłowski, Lucjan T. ; Sywak, Monika |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 2, p. 221-243
|
Subject: | commodity futures prices | USD exchange rates | multiple breakpoint regression | Bayesian VAR | Markov switching | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative | Markov-Kette | Markov chain | Volatilität | Volatility | Warenbörse | Commodity exchange |
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