Competence and efficacy of commodity futures market : dissection of price discovery, volatility, and hedging
Bhabani Sankar Rout, Nupur Moni Das, K. Chandrasekhara Rao
| Year of publication: |
2021
|
|---|---|
| Authors: | Rout, Bhabani Sankar ; Das, Nupur Moni ; Rao, Kode Chandra Sekhara |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 33.2021, 2, p. 146-155
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| Subject: | Price discovery | Parametric VaR | Downside potential | Volatility spillover | Informational bias | Hedge ratio | Hedging efficiency | Volatilität | Volatility | Hedging | Rohstoffderivat | Commodity derivative | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Derivat | Derivative | VAR-Modell | VAR model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2021.03.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013205213