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subject:"Hedging"
~isPartOf:"Journal of forecasting"
~person:"Marfatia, Hardik A."
~person:"Schlüter, Stephan"
~subject:"Forecasting model"
~subject:"United States"
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Marfatia, Hardik A.
Schlüter, Stephan
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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
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2
On the predictive information of futures' prices : a wavelet-based assessment
Herwartz, Helmut
;
Schlüter, Stephan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 345-356
Persistent link: https://www.econbiz.de/10011860427
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