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Volatile agricultural markets, how much is oil to blame?

Saucedo, Lucio Alberto - 2016

average and spot measures of the magnitude and direction of volatility spillovers. Our methodology is based on forecast error … variance decompositions of VAR and VARMA systems of parametric and non-parametric volatility measure... …

Persistent link: https://www.econbiz.de/10012314338

Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle

Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001629835

Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle

Schröder, Michael (ed.) - 2012 - 2., überarbeitete Auflage

Persistent link: https://www.econbiz.de/10014008462

Brent Crude Oil : Genesis and Development of the World's Most Important Oil Benchmark

Imsirovic, Adi (ed.) - 2023

Chapter 1: Adi Imsirovic, Historical background to the emergence of benchmarks and Brent in particular -- Chapter 2: Liz Bossley, UK State, BNOC, tax, markets, and Brent; first forward trades, optionality, terms, players -- Chapter 3: Colin Bryce, genesis of Brent trading, people, banks and...