Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Matteo Manera, Marcella Nicolini, and Ilaria Vignatti
| Year of publication: |
2013
|
|---|---|
| Authors: | Manera, Matteo ; Nicolini, Marcella ; Vignatti, Ilaria |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 34.2013, 3, p. 55-81
|
| Subject: | Energy | Agricultural commodities | Futures markets | Financial speculation | Multivariate GARCH | Rohstoffderivat | Commodity derivative | Spekulation | Speculation | ARCH-Modell | ARCH model | Agrarprodukt | Agricultural product | Energiemarkt | Energy market | Volatilität | Volatility | Warenbörse | Commodity exchange | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009771887