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Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignati, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-82
Persistent link: https://www.econbiz.de/10010155671
Saved in:
2
Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo
;
Nicolini, Marcella
;
Vignatti, Ilaria
- In:
The energy journal
34
(
2013
)
3
,
pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
Saved in:
3
Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
- In:
The energy journal
40
(
2019
)
2
,
pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
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