Work

Volatility Forecasting and Time‐varying Variance Risk Premiums in Grains Commodity Markets

Year: 2015

Type: article

Source: Journal of Agricultural Economics

DOI: 10.1111/1477-9552.12101

Authors: Athanasios Triantafyllou, George Dotsis, Alexandros H. Sarris

Institution: National and Kapodistrian University of Athens

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

Funder: National and Kapodistrian University of Athens

OpenAlex ID: W2091948604

FWCI: 4.239

Cites: 37

Cited by: 30

Related to: 10