Modelling petroleum future price volatility: analysing...

OPEC Energy Review 2012 Vol. 36; Iss. 1

Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks

Fardous Alom, Bert D. Ward, Baiding Hu
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Volume:
36
Year:
2012
Language:
english
Pages:
24
DOI:
10.1111/j.1753-0237.2011.00204.x
File:
PDF, 689 KB
english, 2012
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