Futures price volatility in commodities markets : the role of short term vs long term speculation
Year of publication: |
2013
|
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Authors: | Manera, Matteo ; Nicolini, Marcella ; Vignati, Ilaria |
Publisher: |
Milano : Fondazione Eni Enrico Mattei |
Subject: | Commodities Futures Markets | Speculation | Scalping | Data Frequency | GARCH Models | Working's T | Spekulation | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Zeitreihenanalyse | Time series analysis |
Extent: | Online-Ressource (26 S.) graph. Darst. |
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Series: | Working paper. - Milan, ZDB-ID 2217241-5. - Vol. 45.2013 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/74817 [Handle] |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; Q11 - Aggregate Supply and Demand Analysis; Prices ; Q43 - Energy and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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