A common factor of stochastic volatilities between oil and commodity prices
Eunhee Lee, Doo Bong Han and Rodolfo M. Nayga Jr.
| Year of publication: |
May 2017
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|---|---|
| Authors: | Lee, Eunhee ; Han, Doo Bong ; Nayga, Rodolfo M. <Jr.> |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 22, p. 2203-2215
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| Subject: | Oil and commodity prices | stochastic volatility | common volatility factor | Volatilität | Volatility | Rohstoffpreis | Commodity price | Ölpreis | Oil price | Welt | World | Stochastischer Prozess | Stochastic process | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1234701 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817276