Commodity market volatility in the presence of U.S. and Chinese macroeconomic news

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Commodity market volatility in the presence of U.S. and Chinese macroeconomic news

© 2017 Elsevier B.V. Utilising a comprehensive sample of U.S. and Chinese macroeconomic news announcements, we determine that volatility in commodity prices is significantly impacted by news that conveys information regarding prospective demand for commodities. This includes news regarding U.S. empl...

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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	2017
Online Access:	http://hdl.handle.net/20.500.11937/63518

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