Jumps in the convenience yield of crude oil
Year of publication: |
2020
|
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Authors: | Mason, Charles F. ; Wilmot, Neil A. |
Published in: |
Resource and energy economics. - Amsterdam [u.a.] : Elsevier, ISSN 0928-7655, ZDB-ID 1153616-0. - Vol. 60.2020, p. 1-18
|
Subject: | Convenience yield | Crude oil | GARCH | Jumps | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Ölpreis | Oil price | Erdöl | Petroleum | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Ölmarkt | Oil market | Kapitaleinkommen | Capital income |
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