Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America
Osmar H. Zavaleta-Vázquez, Laura Arenas
| Year of publication: |
2016
|
|---|---|
| Authors: | Zavaleta-Vázquez, Osmar H. ; Arenas, Laura |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 2.2016, 3, p. 249-266
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| Subject: | commodity prices | commodity futures contracts | emerging economies | volatility clusterin | ARMA models | GARCH models | Volatilität | Volatility | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Lateinamerika | Latin America | Rohstoffpreis | Commodity price | Warenbörse | Commodity exchange | Schwellenländer | Emerging economies | Theorie | Theory |
| 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/10011742334