Forecasting the realized volatility of agricultural commodity prices : does sentiment matter?
Matteo Bonato, Oguzhan Cepni, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2024
|
|---|---|
| Authors: | Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 6, p. 2088-2125
|
| Subject: | sentiment | forecasting | realized volatility | agricultural commodities | realized moments | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | Agrarpreis | Agricultural price | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110366