Crude oil futures trading and uncertainty
Robert L. Czudaj
| Year of publication: |
2019
|
|---|---|
| Authors: | Czudaj, Robert |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 793-811
|
| Subject: | Crude oil futures | Technical analysis | Time-varying Bayesian VAR | Uncertainty | Wavelets | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | VAR-Modell | VAR model | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173728