Leverage vs. feedback : which Effect drives the oil market?
Year of publication: |
2013
|
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Authors: | Aboura, Sofiane ; Chevallier, Julien |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 10.2013, 3, p. 131-141
|
Subject: | WTI | Crude oil price | Implied volatility | Leverage effect | Feedback effect | Börsenkurs | Share price | USA | United States | Volatilität | Volatility | Ölpreis | Oil price | Ölmarkt | Oil market |
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