Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Giulio Cifarelli and Paolo Paesani
| Year of publication: |
2021
|
|---|---|
| Authors: | Cifarelli, Giulio ; Paesani, Paolo |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 42.2021, 5, p. 101-122
|
| Subject: | Oil pricing | Bubble | Speculation | Dynamic hedging | Logistic smooth transition | Multivariate GARCH | Ölpreis | Oil price | Spekulationsblase | Bubbles | Hedging | Spekulation | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Volatilität | Volatility | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.42.5.gcif [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170656