Risky times : seasonality and event risk of commodities
Dominik Boos
| Year of publication: |
2024
|
|---|---|
| Authors: | Boos, Dominik |
| Subject: | ARCH | commodities | event risk | ridge regression | seasonality | Saisonale Schwankungen | Seasonal variations | Risiko | Risk | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Regressionsanalyse | Regression analysis | Risikomanagement | Risk management |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22492 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536682