An empirical investigation of volatility of Indian spot and future prices of crude oil
Year of publication: |
2013
|
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Authors: | Chhatwal, Hartika ; Puri, Himanshu ; Purohit, Harsh |
Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 12.2013, 2, p. 54-66
|
Subject: | Volatility | Spot prices | Future prices | Crude oil | ADF Test | Chow Test | Johansen's Co-Integration | GARCH | Ölpreis | Oil price | Volatilität | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Schätzung | Estimation | Kointegration | Cointegration | Spotmarkt | Spot market | Börsenkurs | Share price | Indien | India | Welt | World |
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