Price Volatility in the Commodity Market and the Bank’s Risk

Price Volatility in the Commodity Market and the Bank’s Risk

Price volatility in raw material markets significantly affects the efficiency of real economy. Raw materials are not only used in the industry but are also very popular in periods of economic downturn. An appropriate prognosis of price volatility in these markets and their adequate security ensure...

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Bibliographic Details
Main Author: Bogdan Włodarczyk
Format: Article
Language:English
Published: Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego 2017-04-01
Series:Problemy Zarządzania
Subjects:
credit risk
market risk
raw materials
petroleum
garch
var
Online Access:https://pz.wz.uw.edu.pl/resources/html/article/details?id=169660

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