We investigate volatility models and their forecasting abilities for three types of petroleum futures contracts traded on the New York Mercantile Exchange (West Texas Intermediate crude oil, heating oil #2, and unleaded gasoline) and suggest some stylized facts about the volatility of these...

To identify the impact of external shock focusing on research exchange rate volatility on banking industry, micro level. This important since the response of individual Bank may vary: and as well as their strategy from monetary authority perspective this research can provide a more precise...