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Alejandro Acevedo-Amorocho

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Open access Oct 2026

Volatility, Tail Risk and Scaling Diagnostics in Coffee, Brent Oil and Gold Futures: Evidence from Daily Futures Series

This article examines volatility, tail risk, temporal dependence, scaling behavior, and simulation-based uncertainty in daily coffee, Brent oil, and gold futures series. The sample spans 4 January 2016 to 31 December 2025 for coffee (2515 logarithmic returns) and Brent oil (2581 returns), and 4 January 2016 to 30 Decem...

Alejandro Acevedo-Amorocho, Dúwamg Alexis Prada-Marín, Gladys Rueda-Barrios et al. · 0 citations

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