Sign Up to like & get
recommendations!
0
Published in 2020 at "Resources Policy"
DOI: 10.1016/j.resourpol.2020.101813
Abstract: Abstract This paper explores the relationship between macro-factors and the realized volatility of commodity futures. Three main commodities—soybeans, gold and crude oil—are investigated using high-frequency data. For macro factors, we select six indicators including economic…
read more here.
Keywords:
macro factors;
realized volatility;
volatility;
volatility commodities ... See more keywords