Fundamentals, derivatives market information and oil price volatility
Michel A. Robe and Jonathan Wallen
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Robe, Michel A. ; Wallen, Jonathan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 4, p. 317-344
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Internationale Konjunktur | International business cycle | Finanzanalyse | Financial analysis | ARMA-Modell | ARMA model | Schätzung | Estimation | Welt | World | 2000-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568424