Natural disaster shocks and commodity market volatility : a machine learning approach
Ilias Kampouris, Charilaos Mertzanis, Aristeidis Samitas
| Year of publication: |
2025
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|---|---|
| Authors: | Kampouris, Ilias ; Mertzanis, Charilaos ; Samitas, Aristeidis |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 90.2025, Art.-No. 102618, p. 1-30
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| Subject: | Commodity | Machine learning | Natural disasters | Risk management | Time series forecasting | Volatility | Volatilität | Künstliche Intelligenz | Artificial intelligence | Katastrophe | Disaster | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Rohstoffmarkt | Commodity market | Risikomanagement | Schock | Shock | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102618 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015402285