Dynamic Roughness in the Term Structure of Oil Markets Volatility
Year of publication: |
2023
|
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Authors: | Alfeus, Mesias ; Sklibosios Nikitopoulos, Christina ; Overbeck, Ludger |
Publisher: |
[S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Ölmarkt | Oil market | Ölpreis | Oil price | Schätzung | Estimation | Theorie | Theory | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4373876 [DOI] |
Classification: | C32 - Time-Series Models ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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