Commodity prices and inflation risk
Anthony Garratt, Ivan Petrella
| Year of publication: |
2022
|
|---|---|
| Authors: | Garratt, Anthony ; Petrella, Ivan |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 2, p. 392-414
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| Subject: | Balance of risks and inflation uncertainty | Convenience yields | Inflation risk | Model averaging | Probability events | Spot commodity prices | Inflation | Rohstoffpreis | Commodity price | Inflationserwartung | Inflation expectations | Rohstoffderivat | Commodity derivative | Risiko | Risk | Schätzung | Estimation | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2868 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013165243