Crude oil prices in times of crisis : the role of Covid-19 and historical events
Year of publication: |
2024
|
---|---|
Authors: | Bouazizi, Tarek ; Guesmi, Khaled ; Galariotis, Emilios ; Vigne, Samuel A. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102955, p. 1-18
|
Subject: | ARMA-spline-GJR models | Covid-19 crisis | GARCH model | NIPALS algorithm | PLS regression | WTI crude oil prices | Coronavirus | Ölpreis | Oil price | Welt | World | ARCH-Modell | ARCH model | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Ölmarkt | Oil market |
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