Climate risks in main producing areas and realized volatility in agricultural futures : machine learning methods based on high-frequency data
Xiaoming Zhang, Rongkun Zhang, Chien-Chiang Lee
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhang, Xiaoming ; Zhang, Rongkun ; Lee, Chien-Chiang |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 11, p. 2034-2065
|
| Subject: | realized volatility | machine learning | climate risk | forecasting accuracy | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Klimawandel | Climate change | Risiko | Risk | Risikomanagement | Risk management | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.70027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015465747