Event study of the crude oil futures market : a mixed event response model
Berna Karali, Shiyu Ye, and Octavio A. Ramirez
| Year of publication: |
2019
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|---|---|
| Authors: | Karali, Berna ; Ye, Shiyu ; Ramírez, Octavio A. |
| Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 101.2019, 3, p. 960-985
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| Subject: | Crude oil | distributional event response model | event study | futures return | GARCH | volatility | Volatilität | Volatility | Ereignisstudie | Event study | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Ölpreis | Oil price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ajae/aay089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114862