Does the volatility of commodity prices reflect macroeconomic uncertainty?

Marc Joëts; Valérie Mignon; Tovonony Razafindrabe

Year of publication:	2015
Authors:	Joëts, Marc ; Mignon, Valérie ; Razafindrabe, Tovonony
Publisher:	Nanterre : Univ. de Paris Ouest Nanterre La Défense
Subject:	macroeconomic uncertainty \| commodity prices \| threshold vector autoregressive model \| VAR-Modell \| VAR model \| Rohstoffpreis \| Commodity price \| Volatilität \| Volatility \| Risiko \| Risk \| Schätzung \| Estimation \| Wirkungsanalyse \| Impact assessment \| Vergleich \| Comparison

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011300954

A service of the