The effects of uncertainty measures on commodity prices from a time-varying perspective
Jianbai Huang, Yingli Li, Hongwei Zhang, Jinyu Chen
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Jianbai ; Li, Yingli ; Zhang, Hongwei ; Chen, Jinyu |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 100-114
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| Subject: | Commodity prices | Time-varying effects | TVP-VAR model | Uncertainty measures | Rohstoffpreis | Commodity price | Volatilität | Volatility | Messung | Measurement | Risiko | Risk | VAR-Modell | VAR model | Theorie | Theory | Rohstoffmarkt | Commodity market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012627764