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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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The consumption terms of trade and commodity prices
Berka, Martin; Crucini, Mario J. - In: Commodity prices and markets : [NBER East Asia Seminar …, (pp. 119-145). 2011
Persistent link: https://www.econbiz.de/10008905985
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Are metals prices becoming more volatile?
Brunetti, Celso - 1996
Persistent link: https://www.econbiz.de/10000590666
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Financial shocks in an uncertain economy
Scotti, Chiara - 2023
Persistent link: https://www.econbiz.de/10014311466
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Non-ferrous metals price volatility : a fractionally integrated process?
Teyssiere, Gilles P.; Gilbert, Christopher L.; … - 1996
Persistent link: https://www.econbiz.de/10000619201
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Speculation, hedging and volatility in the coffee market, 1993-96
Gilbert, Christopher L.; Brunetti, Celso - 1997
Persistent link: https://www.econbiz.de/10000619480
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Speculation, hedging and volatility in the coffee market, 1993 - 96
Gilbert, Christopher L.; Brunetti, Celso - 1996
Persistent link: https://www.econbiz.de/10000958937
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Metals price volatility, 1972 - 95
Brunetti, Celso - In: Resources policy 21 (1995) 4, pp. 237-254
Persistent link: https://www.econbiz.de/10001206934
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Bivariate FIGARCH and fractional cointegration
Brunetti, Celso; Gilbert, Christopher L. - In: Journal of empirical finance 7 (2000) 5, pp. 509-530
Persistent link: https://www.econbiz.de/10001545286
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Bivariate FIGARCH and fractional cointegration
Brunetti, Celso; Gilbert, Christopher L. - 1999
Persistent link: https://www.econbiz.de/10001442266