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Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America
Zavaleta-Vázquez, Osmar H.; Arenas, Laura - In: International journal of bonds and derivatives 2 (2016) 3, pp. 249-266
Persistent link: https://www.econbiz.de/10011742334
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Measuring volatility in the Indian commodity futures
Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of bonds and derivatives 3 (2017) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
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Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets
Shaik, Muneer; Lanka, Abhiram Kartik; Gurmeet Singh - In: International journal of bonds and derivatives 4 (2021) 3, pp. 258-279
Persistent link: https://www.econbiz.de/10012612673
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
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A novel text-based framework for forecasting agricultural futures using massive online news headlines
Li, Jianping; Li, Guowen; Liu, Mingxi; Zhu, Xiaoqian; … - In: International journal of forecasting 38 (2022) 1, pp. 35-50
Persistent link: https://www.econbiz.de/10013347409