The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet, Ozdemir, Zeynel AbidinLanguage:
english
Journal:
Resources Policy
DOI:
10.1016/j.resourpol.2018.07.001
Date:
July, 2018
File:
PDF, 3.31 MB
english, 2018