The effects of commodity financialization on commodity market volatility
Citation
Ding, S., Cui, T., Zheng, D., & Du, M. (2021). The effects of commodity financialization on commodity market volatility. Resources Policy, 73, https://doi.org/10.1016/j.resourpol.2021.102220
Authors
Keywords
Commodity futures markets, Financialization of commodities, Conditional volatility, Dynamic conditional correlation
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