Niaz Behmiri

Fondazione Eni Enrico Mattei (FEEM)

C.so Magenta 63

Milano, 20123

Italy

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Understanding Dynamic Conditional Correlations between Commodities Futures Markets

FEEM Working Paper No. 017.2016
Number of pages: 35 Posted: 08 Mar 2016
Niaz Behmiri, Matteo Manera and Marcella Nicolini
Fondazione Eni Enrico Mattei (FEEM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Pavia - Department of Economics and Management
Downloads 90 (278,990)

Abstract:

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Multivariate GARCH, Dynamic Conditional Correlations, Future Markets, Commodities

2.

The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices

FEEM Working Paper No. 077.2015
Number of pages: 43 Posted: 08 Sep 2015
Niaz Behmiri and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 70 (323,638)

Abstract:

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Metals, Commodities, Volatility, Oil Price, Outliers