Forecasting crude oil market volatility in the context of economic slowdown in emerging markets
Year of publication: |
May 2014
|
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Authors: | Morard, Bernard ; Balu, Florentina |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 21.2014, 5, p. 19-36
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Subject: | crude oil market | commodity market | price behaviour forecast volatility | GARCH models | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Welt | World | Rohstoffderivat | Commodity derivative | Schwellenländer | Emerging economies |
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