What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors
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More about this item
Keywordsvolatility; spline-GARCH; futures markets; Agricultural Finance; Demand and Price Analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-16 (All new papers)
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