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Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
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The economic impact of daily volatility persistence on energy markets
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014426848
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