Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility
文献类型:期刊论文
作者 | Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen |
刊名 | JOURNAL OF FORECASTING
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出版日期 | 2021 |
ISSN号 | 0277-6693 |
DOI | 10.1002/for.2811 |
源URL | [http://ir.casisd.cn/handle/190111/11392] ![]() |
专题 | 中国科学院科技战略咨询研究院 |
推荐引用方式 GB/T 7714 | Marfatia, Hardik A.,Ji, Qiang,Luo, Jiawen. Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility[J]. JOURNAL OF FORECASTING,2021. |
APA | Marfatia, Hardik A.,Ji, Qiang,&Luo, Jiawen.(2021).Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility.JOURNAL OF FORECASTING. |
MLA | Marfatia, Hardik A.,et al."Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility".JOURNAL OF FORECASTING (2021). |
入库方式: OAI收割
来源:科技战略咨询研究院
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