2013•Energy EconomicsRequires access

Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory

Walid Chkili, Shawkat M. Hammoudeh, Duc Khuong Nguyen

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Key concepts: Volatility (finance), Economics, Econometrics, Autoregressive conditional heteroskedasticity, Realized variance, Financial economics, Long memory, Risk management

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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory — Research Paper | ScholarLens