A note on the conditional correlation between energy prices : evidence from future markets
Massimiliano Marzo; Paolo Zagaglia
| Year of publication: |
2008
|
|---|---|
| Authors: | Marzo, Massimiliano ; Zagaglia, Paolo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 30.2008, 5, p. 2454-2458
|
| Subject: | ARCH-Modell | ARCH model | Ölpreis | Oil price | Heizöl | Heating oil | Erdgas | Natural gas | Preis | Price | Rohstoffderivat | Commodity derivative | USA | United States | 1990-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003773784