Modelling price volatility in energy futures during Covid-19
Yashmin Khatun, Sabat Kumar Digal, Dushyant Mahadik
| Year of publication: |
2024
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|---|---|
| Authors: | Khatun, Yashmin ; Digal, Sabat Kumar ; Mahadik, Dushyant |
| Published in: |
International journal of trade and global markets. - Olney : Inderscience, ISSN 1742-755X, ZDB-ID 2455723-7. - Vol. 19.2024, 1, p. 85-109
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| Subject: | Covid-19 | volatility | energy futures | GARCH models | volatilityspillover | crude oil | natural gas | forecasting | Volatilität | Volatility | Coronavirus | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Erdgas | Natural gas | Erdöl | Petroleum | Welt | World | Prognose | Forecast | Ölpreis | Oil price | Energieprognose | Energy forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJTGM.2024.136903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062749