Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach

Matteo Manera, Marcella Nicolini, and Ilaria Vignati
Authors registered in the RePEc Author Service: Marcella Nicolini and Matteo Manera ()

The Energy Journal, 2013, vol. Volume 34, issue Number 3

JEL-codes: F0 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (53)

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Journal Article: Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach (2013)
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