Predictability in commodity markets : evidence from more than a century
Fabian Hollstein, Marcel Prokopczuk, Björn Tharann, Chardin Wese Simen
| Year of publication: |
2021
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|---|---|
| Authors: | Hollstein, Fabian ; Prokopczuk, Marcel ; Tharann, Björn ; Wese Simen, Chardin |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 24.2021, p. 1-18
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| Subject: | Business cycle | Commodities | Derivatives introduction | Return predictability | Volatility predictability | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Rohstoffmarkt | Commodity market | Konjunktur | Kapitaleinkommen | Capital income | Derivat | Derivative | Prognose | Forecast | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2021.100171 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392396