An information diffusion-based model of oil futures price
Year of publication: |
2013
|
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Authors: | Li, Ziran ; Sun, Jiajing ; Wang, Shouyang |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 518-525
|
Subject: | Financialization | Information diffusion | Component GARCH | Volatility | Oil futures price | Volatilität | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Ölpreis | Oil price | Erdöl | Petroleum | Schätzung | Estimation |
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