Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Alexander Souza Block, Marcelo Brutti Righi, Sérgio Guilherme Schlender, Daniel Arruda Coronel
| Year of publication: |
May 2015
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|---|---|
| Authors: | Block, Alexander Souza ; Righi, Marcelo Brutti ; Schlender, Sérgio Guilherme ; Coronel, Daniel Arruda |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 49.2015, p. 23-32
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| Subject: | Fuel conditional volatility | Non-linear framework | Structural breaks in conditional correlations | Volatilität | Volatility | Strukturbruch | Structural break | Korrelation | Correlation | ARCH-Modell | ARCH model | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011536627