Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Adam Zaremba, Zaghum Umar, Mateusz Mikutowski
| Year of publication: |
2019
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|---|---|
| Authors: | Zaremba, Adam ; Umar, Zaghum ; Mikutowski, Mateusz |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 181.2019, p. 90-94
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| Subject: | Commodity markets | Early commodity prices | Inflation hedging | Wavelet analysis | Inflation | Rohstoffpreis | Commodity price | Hedging | Zustandsraummodell | State space model | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121850