Wavering interactions between commodity futures prices and us dollar exchange rates
Lucjan T. Orlowski and Monika Sywak
| Year of publication: |
2019
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|---|---|
| Authors: | Orłowski, Lucjan T. ; Sywak, Monika |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 2, p. 221-243
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| Subject: | commodity futures prices | USD exchange rates | multiple breakpoint regression | Bayesian VAR | Markov switching | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration | Währungsderivat | Currency derivative | Rohstoffpreis | Commodity price | Regressionsanalyse | Regression analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2019.2.221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176462