Can Commodity Price Uncertainty Indexes Be Improved by Capturing Media Information? The Case of Oil Price Uncertainty

The Journal of Alternative Investments, Vol. 22 N° 4 pp. 41 - 58, Spring 2020

Author(s):

Yosef Bonaparte

Associate Professor of Finance and Director of the J.P. Morgan Center for Commodities at the University of Colorado

Frank J. Fabozzi

EDHEC Business School

David Koslowsky

Assistant Professor of Finance at the University of Wisconsin–Superior

The Journal of Alternative Investments, Vol. 22 N° 4 pp. 41 - 58, Spring 2020

Type: Academic publication
Date: le 01/04/2020
Research Cluster : Finance
Source : The Journal of Alternative Investments

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