Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Year of publication: |
2010
|
---|---|
Authors: | Choi, Kyongwook ; Hammoudeh, Shawkat |
Published in: |
Energy policy. - Oxford : Elsevier, ISSN 0301-4215, ZDB-ID 186295-9. - Vol. 38.2010, 8, p. 4388-4399
|
Subject: | Markov-switching model | regime-switching | Rohstoffpreis | Commodity price | Ölpreis | Oil price | Börsenkurs | Share price | Volatilität | Volatility | 1990-2006 |
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