A characterization of oil price behavior : evidence from jump models
Year of publication: |
2012
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Authors: | Gronwald, Marc |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 5, p. 1310-1317
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Subject: | Oil price | Conditional jumps | GARCH | Hotelling | Climate Change | Deterministic trend | Ölpreis | ARCH-Modell | ARCH model | Volatilität | Volatility | Klimawandel | Climate change | Welt | World | Zeitreihenanalyse | Time series analysis | Hotellerie | Hotel industry |
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