Oil price volatility models during coronavirus crisis : testing with appropriate models using further univariate GARCH and Monte Carlo simulation models
Year of publication: |
2021
|
---|---|
Authors: | Bouazizi, Tarek ; Lassoued, Mongi ; Hadhek, Zouhaier |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 1, p. 281-292
|
Subject: | Oil Returns Conditional Volatility | Coronavirus Crisis | Univariate GARCH Models | Mean Equation | Variance Equation | Monte Carlo Simulation | Theorie | Theory | Volatilität | Volatility | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Ölpreis | Oil price | Simulation | Coronavirus |
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