Volatility dynamics of agricultural futures markets under uncertainties
Anupam Dutta, Gazi Salah Uddin, Lin Wen Sheng, Donghyun Park, Xuening Zhu
| Year of publication: |
2024
|
|---|---|
| Authors: | Dutta, Anupam ; Uddin, Mohammed Gazi Salah ; Sheng, Lin Wen ; Park, Donghyun ; Zhu, Xuening |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107754, p. 1-18
|
| Subject: | Agricultural futures markets | Crude oil volatility | Economic policy uncertainty | Geopolitical risk | Realized volatility | VIX | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Risiko | Risk | Welt | World | Hedging | Wirtschaftspolitik | Economic policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107754 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046928