Oil price volatility models during coronavirus crisis : testing with appropriate models using further univariate GARCH and Monte Carlo simulation models
Tarek Bouazizi, Mongi Lassoued, Zouhaier Hadhek
| Year of publication: |
2021
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|---|---|
| Authors: | Bouazizi, Tarek ; Lassoued, Mongi ; Hadhek, Zouhaier |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 1, p. 281-292
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| Subject: | Oil Returns Conditional Volatility | Coronavirus Crisis | Univariate GARCH Models | Mean Equation | Variance Equation | Monte Carlo Simulation | Volatilität | Volatility | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Coronavirus | Theorie | Theory | Ölpreis | Oil price | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.10374 [DOI] hdl:11159/8122 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587611