Showing 1 - 10 of 4,093
Persistent link: https://www.econbiz.de/10011489343
Persistent link: https://www.econbiz.de/10010411908
sectors. Energy, metal and grains commodities show high jump correlations while jumps of meats and softs commodities are …, while jumps can be diversified. Most commodities are strong hedges for U.S. Dollar returns but weak hedges for U.S. Dollar … jumps. Most commodities act as both return and jump hedges for Treasury notes …
Persistent link: https://www.econbiz.de/10012900597
Persistent link: https://www.econbiz.de/10012271006
Persistent link: https://www.econbiz.de/10011935975
Persistent link: https://www.econbiz.de/10014232638
Persistent link: https://www.econbiz.de/10010357373
Persistent link: https://www.econbiz.de/10011634553
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...
Persistent link: https://www.econbiz.de/10014306581
Persistent link: https://www.econbiz.de/10011399615