๐”– Bobbio Scriptorium
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Treating energy as a commodity

โœ Scribed by T.W. Berrie; M. Hoyle


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
348 KB
Volume
13
Category
Article
ISSN
0301-4215

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## Abstract Commodity index futures offer a versatile tool for gaining different forms of exposure to commodity markets. Volatility is a critical input in many of these applications. This paper examines issues in modelling the conditional variance of futures returns based on the Goldman Sachs Commo