Volatility transmissions between commodity futures contracts in short, medium and long term
Mathias Schneid Tessmann, Régis Augusto Ely, Mário Duarte Canever
| Year of publication: |
2021
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| Authors: | Tessmann, Mathias Schneid ; Ely, Regis Augusto ; Canever, Mario Duarte |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 8.2021, 1, p. 79-99
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| Subject: | volatility transmission | commodities | futures markets | energy assets | agricultural assets | corn | rice | coffee | oil | wheat | soybeans | natural gas | sugar | oats | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Sojabohne | Soybean | Warenbörse | Commodity exchange | Welt | World | Erdgas | Natural gas | Mais | Maize | Weizen | Wheat |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2021.113870 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012510336