Matches in SemOpenAlex for { <https://semopenalex.org/work/W4362650836> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W4362650836 endingPage "44" @default.
- W4362650836 startingPage "23" @default.
- W4362650836 abstract "Using the Heterogeneous Autoregressive Realized Volatility (HAR-RV) model as a modeling platform, we study whether climate-risk factors help to predict the realized volatility of movements of agricultural commodity prices. Our main finding is that climate-risk factors improve the predictive performance of the HAR-RV model mainly at longer prediction horizons (month or beyond). Our main finding is robust to estimating the HAR-RV model by the ordinary least squares technique, and to using various shrinkage estimators. We discuss the implications of our results for policymakers and investors." @default.
- W4362650836 created "2023-04-07" @default.
- W4362650836 creator A5015669404 @default.
- W4362650836 creator A5049751786 @default.
- W4362650836 date "2022-12-16" @default.
- W4362650836 modified "2023-10-14" @default.
- W4362650836 title "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Prediction Experiment" @default.
- W4362650836 cites W2032484498 @default.
- W4362650836 cites W2090059250 @default.
- W4362650836 cites W2146134639 @default.
- W4362650836 cites W2173200133 @default.
- W4362650836 cites W2240968826 @default.
- W4362650836 cites W2548381941 @default.
- W4362650836 cites W2586344229 @default.
- W4362650836 cites W2623566692 @default.
- W4362650836 cites W2743713038 @default.
- W4362650836 cites W2787894218 @default.
- W4362650836 cites W2799397473 @default.
- W4362650836 cites W2898959287 @default.
- W4362650836 cites W2970214360 @default.
- W4362650836 cites W2991122145 @default.
- W4362650836 cites W3119017293 @default.
- W4362650836 cites W3122374219 @default.
- W4362650836 cites W3124690764 @default.
- W4362650836 cites W3124731170 @default.
- W4362650836 cites W3124959603 @default.
- W4362650836 cites W3146076559 @default.
- W4362650836 cites W3195178768 @default.
- W4362650836 cites W3213566627 @default.
- W4362650836 cites W4232046918 @default.
- W4362650836 cites W4285223687 @default.
- W4362650836 cites W4294541781 @default.
- W4362650836 doi "https://doi.org/10.1007/978-3-031-24486-5_2" @default.
- W4362650836 hasPublicationYear "2022" @default.
- W4362650836 type Work @default.
- W4362650836 citedByCount "0" @default.
- W4362650836 crossrefType "book-chapter" @default.
- W4362650836 hasAuthorship W4362650836A5015669404 @default.
- W4362650836 hasAuthorship W4362650836A5049751786 @default.
- W4362650836 hasConcept C105795698 @default.
- W4362650836 hasConcept C106159729 @default.
- W4362650836 hasConcept C118518473 @default.
- W4362650836 hasConcept C149782125 @default.
- W4362650836 hasConcept C159877910 @default.
- W4362650836 hasConcept C162324750 @default.
- W4362650836 hasConcept C166957645 @default.
- W4362650836 hasConcept C185429906 @default.
- W4362650836 hasConcept C205649164 @default.
- W4362650836 hasConcept C33923547 @default.
- W4362650836 hasConcept C85393063 @default.
- W4362650836 hasConcept C91602232 @default.
- W4362650836 hasConcept C99656134 @default.
- W4362650836 hasConceptScore W4362650836C105795698 @default.
- W4362650836 hasConceptScore W4362650836C106159729 @default.
- W4362650836 hasConceptScore W4362650836C118518473 @default.
- W4362650836 hasConceptScore W4362650836C149782125 @default.
- W4362650836 hasConceptScore W4362650836C159877910 @default.
- W4362650836 hasConceptScore W4362650836C162324750 @default.
- W4362650836 hasConceptScore W4362650836C166957645 @default.
- W4362650836 hasConceptScore W4362650836C185429906 @default.
- W4362650836 hasConceptScore W4362650836C205649164 @default.
- W4362650836 hasConceptScore W4362650836C33923547 @default.
- W4362650836 hasConceptScore W4362650836C85393063 @default.
- W4362650836 hasConceptScore W4362650836C91602232 @default.
- W4362650836 hasConceptScore W4362650836C99656134 @default.
- W4362650836 hasLocation W43626508361 @default.
- W4362650836 hasOpenAccess W4362650836 @default.
- W4362650836 hasPrimaryLocation W43626508361 @default.
- W4362650836 hasRelatedWork W1521557143 @default.
- W4362650836 hasRelatedWork W1578930456 @default.
- W4362650836 hasRelatedWork W2153635825 @default.
- W4362650836 hasRelatedWork W3090813300 @default.
- W4362650836 hasRelatedWork W3123381233 @default.
- W4362650836 hasRelatedWork W3123644257 @default.
- W4362650836 hasRelatedWork W3125784162 @default.
- W4362650836 hasRelatedWork W3202256156 @default.
- W4362650836 hasRelatedWork W3209337269 @default.
- W4362650836 hasRelatedWork W3121163623 @default.
- W4362650836 isParatext "false" @default.
- W4362650836 isRetracted "false" @default.
- W4362650836 workType "book-chapter" @default.