Short- and long-run determinants of commodity price volatility
Berna Karali and Gabriel J. Power
| Year of publication: |
2013
|
|---|---|
| Authors: | Karali, Berna ; Power, Gabriel J. |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 95.2013, 3, p. 724-738
|
| Subject: | Rohstoffpreis | Commodity price | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | 1990-2009 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009758629