Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Debojyoti Das, Debasish Maitra, Anupam Dutta, Sankarshan Basu
| Year of publication: |
2022
|
|---|---|
| Authors: | Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam ; Basu, Sankarshan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 115.2022, p. 1-25
|
| Subject: | Crude oil | Crude oil implied volatility | Financial stress | Wavelet analysis | Volatilität | Volatility | Erdöl | Petroleum | Zustandsraummodell | State space model | Ölpreis | Oil price | Welt | World | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013541818