Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chia-Lin Chang; Michael McAleer; Roengchai Tansuchat
| Year of publication: |
2010
|
|---|---|
| Authors: | Chang, Chia-Lin ; McAleer, Michael ; Roengchai Tansuchat |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 6, p. 1445-1455
|
| Subject: | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| 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/10008935991