Forecasting volatility in commodity markets with climate risk
Yangli Guo, Pei Peng, Ling Zhou, Yusui Tang
| Year of publication: |
2025
|
|---|---|
| Authors: | Guo, Yangli ; Peng, Pei ; Zhou, Ling ; Tang, Yusui |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 78.2025, Art.-No. 107094, p. 1-9
|
| Subject: | Climate risk | Commodity futures volatility | Forecasting | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Klimawandel | Climate change | Prognoseverfahren | Forecasting model | Risiko | Risk | Rohstoffmarkt | Commodity market | Welt | World | 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.frl.2025.107094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015416140