Article, 2024

Financial stress and realized volatility: The case of agricultural commodities

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, ISSN 0275-5319, Volume 71, 10.1016/j.ribaf.2024.102442

Contributors

Bonato, Matteo [1] [2] Cepni, Oguzhan [3] [4] Gupta, Rangan (Corresponding author) [5] Pierdzioch, Christian [6]

Affiliations

  1. [1] IPAG Business Sch, 184 Blvd St Germain, F-75006 Paris, France
    2. [NORA names: France; Europe, EU; OECD];
  2. [2] Univ Johannesburg, Dept Econ & Econometr, Auckland Pk, South Africa
    3. [NORA names: South Africa; Africa];
  3. [3] Copenhagen Business Sch, Dept Econ, Porcelaenshaven 16A, DK-2000 Frederiksberg, Denmark
    4. [NORA names: CBS Copenhagen Business School; University; Denmark; Europe, EU; Nordic; OECD];
  4. [4] Ostim Tech Univ, Ankara, Turkiye
  5. [5] Univ Pretoria, Dept Econ, Private Bag X20, ZA-0028 Hatfield, South Africa
    6. [NORA names: South Africa; Africa];

Abstract

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Keywords

Realized volatility Agricultural commodities Financialization Realized moments Predictability

Data Provider: Clarivate

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