The Impact of Uncertainty Shocks on the Volatility of Commodity Prices
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More about this item
Keywords
Economic Uncertainty; Commodity Prices; Volatility;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2018-01-01 (All new papers)
- NEP-MAC-2018-01-01 (Macroeconomics)
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