Pass-through from temperature intervals to China's commodity futures’ interval-valued returns: Evidence from the varying-coefficient ITS model
Author:
Publisher
Elsevier BV
Subject
Finance
Reference19 articles.
1. Does air pollution inhibit manufacturing productivity in Yangtze River Delta, China? Moderating effects of temperature;Cao;J. Environ. Manag.,2022
2. The impact of energy-exporting countries’ EPUs on China's energy futures investors: risk preference, investment position and investment horizon;Dai;Res. Int. Bus. Financ.,2023
3. Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity;Dai;J. Forecast.,2023
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1. Incorporating weather information into commodity portfolio optimization;Finance Research Letters;2024-08
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3. Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series;Annals of Operations Research;2023-12-14
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