Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility

Subjects

Subjects :

Agricultural commodity
Realized variance
Strategy and Management
Modeling and Simulation
Economics
Monetary economics
Management Science and Operations Research
Statistics, Probability and Uncertainty
Volatility (finance)
Futures contract
Computer Science Applications

Details

ISSN :

1099131X and 02776693

Volume :

41

Database :

OpenAIRE

Journal :

Journal of Forecasting

Accession number :

edsair.doi...........836b58f9b2c86f2a9e94e0d49e4ead18