On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le, Sabri Boubaker, Manh Tien Bui, Donghyun Park
| Year of publication: |
2023
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|---|---|
| Authors: | Thai-Ha Le ; Boubaker, Sabri ; Manh Tien Bui ; Park, Donghyun |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 117.2023, p. 1-19
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| Subject: | COVID-19 pandemic | Realized crude oil price volatility | Time-varying parameter vector autoregression model with stochastic volatility (TVP-VAR-SV) | VIX | West Texas intermediate (WTI) | Volatilität | Volatility | Ölpreis | Oil price | VAR-Modell | VAR model | Coronavirus | Stochastischer Prozess | Stochastic process | Welt | World | Schätzung | Estimation | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106474 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014436424