Sensitivity of stock market indices to commodity prices.
L. B. CollardMaurice J. AdesPublished in: SpringSim (2008)
Keyphrases
- stock market
- market prices
- monetary policy
- technical indicators
- short term
- financial time series
- investment strategies
- stock exchange
- stock price
- stock index futures
- trading rules
- financial data
- financial markets
- listed companies
- portfolio optimization
- stock trading
- long term
- financial news
- garch model
- stock data
- stock market data
- decision making
- chinese stock market
- neural network
- dynamic pricing