The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 413, doi. 10.1002/fut.21897
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 3
Results: 7
1
2
Benchmarking commodity investments.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 340, doi. 10.1002/fut.21885
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- Publication type:
- Article
3
The weather premium in the U.S. corn market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 359, doi. 10.1002/fut.21884
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- Publication type:
- Article
4
Does the design of spot markets matter for the success of futures markets? Evidence from dairy futures.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 373, doi. 10.1002/fut.21883
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- Publication type:
- Article
5
Journal of Futures Markets: Volume 38, Number 3, March 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 289, doi. 10.1002/fut.21870
- Publication type:
- Article
6
Structural breaks and volatility forecasting in the copper futures market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 290, doi. 10.1002/fut.21867
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- Publication type:
- Article
7
Optionable Stocks and Mutual Fund Performance.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 3, p. 390, doi. 10.1002/fut.21844
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- Publication type:
- Article