Volatility transmission and volatility impulse response functions in crude oil markets
Xiaoye Jin; Sharon Xiaowen Lin; Michael Tamvakis
| Year of publication: |
2012
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|---|---|
| Authors: | Jin, Xiaoye ; Lin, Sharon X. W. ; Tamvakis, Michael |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 6, p. 2125-2134
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| Subject: | Energy futures | Volatility | VIRF | Shocks | Volatilität | Schock | Shock | Ölmarkt | Oil market | Welt | World | Ölpreis | Oil price | VAR-Modell | VAR model | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Energiemarkt | Energy market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688822