Modeling and forecasting petroleum futures volatility
Perry Sadorsky
| Year of publication: |
2006
|
|---|---|
| Authors: | Sadorsky, Perry A. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 28.2006, 4, p. 467-488
|
| Subject: | Ölpreis | Oil price | Erdgas | Natural gas | Preis | Price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | USA | United States | Welt | World |
| 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/10003351688