Research on the Risk Measurement for the Futures Market of Bulk Commodity – Taking the silver futures as the example
The futures transaction of bulk commodity has played an important role since China became the global manufacturing center. Taking the commodity futures market in Shanghai as the research objective, this article selects the price of silver futures, uses GARCH-VaR and Stress Testing to measure the ris...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-01-01
|
| Series: | SHS Web of Conferences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1051/shsconf/20151701015 |