Financialization of the commodity future markets: a SVAR model approach

Financialization of the commodity future markets: a SVAR model approach

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Bibliographic Details
Main Author: Momoli, Tommaso
Other Authors: Boons, Martijn
Language:English
Published: 2017
Subjects:
Commodity Indexes
Futures
Granger Causality
Orthogonalised IRF
Índices de commodities
Futuros
Causalidade de Granger
IRF ortogonalizado
Economia
Mercado futuro de mercadorias
Finanças
Bolsa de mercadorias - Índices
Modelos econométricos
Online Access:http://hdl.handle.net/10438/18105

Internet

http://hdl.handle.net/10438/18105

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