Auflistung nach Schlagwort "commodities"

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  • Volatility term structures in commodity markets 
    Hollstein, Fabian; Prokopczuk, Marcel; Würsig, Christoph (Hoboken, NJ : Wiley-Blackwell Publishing, Inc., 2019)
    In this study, we comprehensively examine the volatility term structures in commodity markets. We model state-dependent spillovers in principal components (PCs) of the volatility term structures of different commodities, ...