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Matteo, Bonato ; Oguzhan, Cepni ; RANGAN, GUPTA ; Christian, Pierdzioch. (2024) Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.
In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125.
Full description at Econpapers
cites:
Tian, F., Yang, K., & Chen, L. (2017b). Realized volatility forecasting of agricultural commodity futures using the HAR model with time‐varying sparsity. International Journal of Forecasting, 33(1), 132–152. https://doi.org/10.1016/j.ijforecast.2016.08.002.
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