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Hedgers, investors and futures return volatility : the case of NYMEX crude oil
Milunovich, George; Ripple, Ronald D. - 2006
Persistent link: https://www.econbiz.de/10003391540
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-Jun; Yao, Ting; He, Ling-Yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317
Persistent link: https://www.econbiz.de/10012202881