Volatility and commodity price dynamics
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference23 articles.
1. The Stochastic Volatility of Short-Term Interest Rates: Some International Evidence
2. Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets
3. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
4. & (November 2001). ?Maximal? convenience yield model implied by commodity futures. Unpublished working paper.
5. Inventories under Joint Production: An Empirical Analysis of Petroleum Refining
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