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author Kallio, Anssi
author2 School of Business and Economics Kauppakorkeakoulu Business and Economics Taloustieteet University of Jyväskylä Jyväskylän yliopisto Economics Taloustiede 2041
author_facet Kallio, Anssi School of Business and Economics Kauppakorkeakoulu Business and Economics Taloustieteet University of Jyväskylä Jyväskylän yliopisto Economics Taloustiede 2041 Kallio, Anssi
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spellingShingle Kallio, Anssi Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach dynamic conditional correlation dynamic hedging agricultural commodities multi-variate GARCH minimum variance portfolio policy uncertainty elintarvikkeet hinnat foodstuffs prices
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title Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach
title_full Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach
title_fullStr Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach
title_full_unstemmed Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach
title_short Dynamic interactions of commodities and policy uncertainty
title_sort dynamic interactions of commodities and policy uncertainty a varx adcc egarch approach
title_sub a VARX-ADCC-EGARCH approach
title_txtP Dynamic interactions of commodities and policy uncertainty : a VARX-ADCC-EGARCH approach
topic dynamic conditional correlation dynamic hedging agricultural commodities multi-variate GARCH minimum variance portfolio policy uncertainty elintarvikkeet hinnat foodstuffs prices
topic_facet agricultural commodities dynamic conditional correlation dynamic hedging elintarvikkeet foodstuffs hinnat minimum variance portfolio multi-variate GARCH policy uncertainty prices
url https://jyx.jyu.fi/handle/123456789/92551 http://www.urn.fi/URN:NBN:fi:jyu-202401081054
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