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Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach

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  • Matteo Manera, Marcella Nicolini, and Ilaria Vignati

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  • Matteo Manera, Marcella Nicolini, and Ilaria Vignati, 2013. "Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    • Handle: RePEc:aen:journl:ej34-3-03
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