An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets
Sanjay Sehgal, Neha Berlia & Wasim Ahmad
| Year of publication: |
2013
|
|---|---|
| Authors: | Sehgal, Sanjay ; Berlia, Neha ; Ahmad, Wasim |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 5.2013, 5, p. 15-34
|
| Subject: | Volatilität | Volatility | Welt | World | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Rohstoffmarkt | Commodity market | Erdöl | Petroleum | ARCH-Modell | ARCH model | Rohstoffpreis | Commodity price | Spotmarkt | Spot market | Ölmarkt | Oil market |
| 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/10009746946