Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation
Year of publication: |
2013-05
|
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Authors: | Manera, Matteo ; Nicolini, Marcella |
Institutions: | Fondazione ENI Enrico Mattei (FEEM) |
Subject: | Commodities Futures Markets | Speculation | Scalping | Working’s T | Data Frequency | GARCH Models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2013.45 |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; Q11 - Aggregate Supply and Demand Analysis; Prices ; Q43 - Energy and the Macroeconomy |
Source: |
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Futures price volatility in commodities markets: The role of short term vs long term speculation
Manera, Matteo, (2013)
-
Futures price volatility in commodities markets: The role of short term vs long term speculation
Manera, Matteo, (2013)
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Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation
Manera, Matteo, (2013)
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Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
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