How do OPEC news and structural breaks impact returns and...

Energy Economics 2014 / 03 Vol. 42

How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process

Mensi, Walid, Hammoudeh, Shawkat, Yoon, Seong-Min
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Volume:
42
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2013.11.005
Date:
March, 2014
File:
PDF, 538 KB
english, 2014
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