Obálka

Commodity Market Finance

Commodity markets have evolved substantially since the early 2000s and have become more financialized. The recent cold war between the U.S.A. and China, the outbreak of COVID-19, and Russia's invasion of Ukraine have caused resource prices to soar, leading to greater volatility in the commodity mark...

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Uloženo v:
Médium: Online
Jazyk:angličtina
Vydáno: MDPI - Multidisciplinary Digital Publishing Institute 2023
Témata:
Russia and Ukraine conflict
commodities
G7 and BRIC markets
TVP-VAR
connectedness
oil price uncertainty shocks
international equity markets
global vector autoregressive model
arbitrage
efficiency
futures
liquidity
market integration
platinum
COVID-19
pandemic
agriculture
commodity
MF-DFA
high frequency
asymmetric volatility spillover
bitcoin
altcoin
cryptocurrency
frequency connectedness
Bitcoin
machine learning
random forest regression
LSTM
energy market volatility
oil price dynamics
fear index
Markov-regime switching models
volatility risk premium (VRP)
implied and realized volatility
oil and stock returns
financialization
Bermudan commodity options
multi-layer perceptron
multi-asset stochastic volatility model
hybrid forecasting approaches
two-step forecasting approaches
gold
euro
sentiment analysis
ARIMA
wavelet transformation
seasonal decomposition
long short-term memory
random forest
eXtreme gradient boosting
stock
markets
cycles
investing
risk
returns
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
On-line přístup:ONIX_20231130_9783036590295_125
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ONIX_20231130_9783036590295_125

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