The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Radi Mohammad Adailah, Saba Bassam Al-Damour, Ahmad Al-Majali
| Year of publication: |
2024
|
|---|---|
| Authors: | Adailah, Radi Mohammad ; Al-Damour, Saba Bassam ; Al-Majali, Ahmad |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 1, p. 336-348
|
| Subject: | Energy | Jordan | Oil | Oil Derivatives | Price Fluctuations | Jordanien | Derivat | Derivative | Ölpreis | Oil price | Ölmarkt | Oil market | Volatilität | Volatility | Energiepreis | Energy price | Energiemarkt | Energy market | Erdöl | Petroleum | Optionspreistheorie | Option pricing theory | Welt | World | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.15158 [DOI] hdl:11159/653315 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014486378