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Asymmetric Volatility in Commodity Markets
Yu-Fu Chen
,
Xiaoyi Mu
Research output
:
Contribution to conference
›
Paper
›
peer-review
Overview
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Dive into the research topics of 'Asymmetric Volatility in Commodity Markets'. Together they form a unique fingerprint.
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Keyphrases
Volatility
100%
Commodity Markets
100%
Asymmetric Volatility
100%
In(III)
50%
Futures Markets
50%
Spot Price
50%
Demand Shocks
50%
Market Structure
50%
Crude Oil
50%
Price Change
50%
High Volatility
50%
Commodity Prices
50%
Price Shocks
50%
Inverse Leverage Effect
50%
Volatility Index
50%
Historical Volatility
50%
Negative Shocks
50%
Price Model
50%
Leverage Effect
50%
Return-volatility Relation
50%
Economics, Econometrics and Finance
Volatility
100%
Commodity Market
100%
Market Structure
20%
Returns Volatility
20%
Futures Market
20%