Ranking of US macroeconomic news impacting WTI crude oil volatility risk
Year of publication: |
2019
|
---|---|
Authors: | Faseli, Omid |
Subject: | Data Science | Event Study | Intraday Crude Oil Volatility | Macroeconomic Announcements | Market Microstructure Effects | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | USA | United States | Börsenkurs | Share price | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Marktmikrostruktur | Market microstructure | Erdöl | Petroleum | Welt | World | Ereignisstudie | Event study | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | Ölmarkt | Oil market |
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