Crude oil market and global financial crisis : structural break and market volatility analysis
Year of publication: |
2017
|
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Authors: | Singh, Archana ; Singh, Narinder Pal |
Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 13.2017, 2, p. 203-216
|
Subject: | spot prices | futures prices | volatility | global financial crisis | crude oil markets | structural break | financialisation | stationarity | return | stability test | Finanzkrise | Financial crisis | Volatilität | Volatility | Strukturbruch | Structural break | Welt | World | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Schätzung | Estimation |
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