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Conditional price volatility, speculation, and excessive speculation in commodity markets : sheep or shepherd behaviour?
Algieri, Bernardina - In: International review of applied economics 30 (2016) 2, pp. 210-237
Persistent link: https://www.econbiz.de/10011472467
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Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Applied economics 49 (2017) 34/36, pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
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Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048