The joint dynamics of oil futures prices in the NYMEX and ICE : evidence from a structural GARCH model
Fabrizio Spargoli and Paolo Zagalia
| Year of publication: |
2009
|
|---|---|
| Authors: | Spargoli, Fabrizio ; Zagalia, Paolo |
| Published in: |
OPEC, oil prices and LNG. - New York, NY : Nova Science Publ., ISBN 1-60692-897-X. - 2009, p. 169-183
|
| Subject: | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | VAR-Modell | VAR model | USA | United States | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003862326