Wheat price volatility regimes over 140 years : an analysis of daily price ranges
Marco Haase, Heinz Zimmermann, Matthias Huss
| Year of publication: |
2023
|
|---|---|
| Authors: | Haase, Marco ; Zimmermann, Heinz ; Huss, Matthias |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-12
|
| Subject: | Commodity futures volatility | Historical price analysis | Structural volatility breaks | Wheat futures | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Weizenpreis | Wheat price | Weizen | Wheat | Rohstoffpreis | Commodity price | Weizenmarkt | Wheat market | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100346 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477785