How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Walid Mensi; Shawkat Hammoudeh; Seong-Min Yoon
| Year of publication: |
2014
|
|---|---|
| Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Yoon, Seong-min |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 42.2014, p. 343-354
|
| Subject: | Crude oil prices | OPEC announcements | Volatility | Structural breaks | Long memory | Volatilität | Strukturbruch | Structural break | Ölmarkt | Oil market | Ölpreis | Oil price | OPEC-Staaten | OPEC countries | ARCH-Modell | ARCH model | Welt | World | Zeitreihenanalyse | Time series analysis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price |
| 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/10010503579