Empirical performance of commodity pricing models : when is it worthwhile to use a stochastic volatility specification?
Year of publication: |
May 2016
|
---|---|
Authors: | Cortazar, Gonzalo ; Gutierrez, Simon ; Ortega, Hector |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 5, p. 457-487
|
Subject: | Goldpreis | Gold price | Ölpreis | Oil price | Kupfer | Copper | Rohstoffpreis | Commodity price | Stochastische Volatilität | Stochastic volatility | Modellierung | Scientific modelling | Welt | World |
-
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat, (2008)
-
Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Joo, Young C., (2024)
-
Hedging Bitcoin with Commodity Futures : An Analysis with Copper, Gas, Gold, and Crude Oil Futures
Joo, Young C., (2023)
- More ...
-
How good are analyst forecasts of oil prices?
Cortazar, Gonzalo, (2021)
-
Cortazar, Gonzalo, (2022)
-
Cortazar, Gonzalo, (2021)
- More ...