Modelling petroleum future price volatility : analysing asmmetry and persistency of shocks
Fardous Alom, Bert D. Ward and Baiding Hu
| Year of publication: |
2012
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|---|---|
| Authors: | Alom, Fardous ; Ward, Bert ; Hu, Baiding |
| Published in: |
OPEC energy review. - Oxford : Wiley-Blackwell, ISSN 1753-0229, ZDB-ID 2449632-7. - Vol. 36.2012, 1, p. 1-24
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| Subject: | Volatilität | Volatility | Schock | Shock | Theorie | Theory | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | ARCH-Modell | ARCH model |
| 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/10009558932