Do economic variables forecast commodity futures volatility?

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Ressource 1Download: Journal of Futures Markets - 2021 - Mar chal - Do economic variables forecast commodity futures volatility.pdf (4427.77 [Ko])
State: Public
Version: Final published version
License: CC BY-NC-ND 4.0
Serval ID
serval:BIB_49F54E72145B
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Do economic variables forecast commodity futures volatility?
Journal
Journal of Futures Markets
Author(s)
Loïc Maréchal
Publication state
Published
Issued date
11/2021
Peer-reviewed
Oui
Language
english
URN
urn:nbn:ch:serval-BIB_49F54E72145B8
OAI-PMH
oai:serval.unil.ch:BIB_49F54E72145B
DOI
10.1002/fut.22250
Publisher's website
https://doi.org/10.1002/fut.22250
Create date
03/05/2023 11:15
Last modification date
17/05/2024 5:57
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