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 1862959. - Vol. 38.2010, 8, p. 4388-4400
|