OPEC news announcements : effects on oil price expectation and volatility
Year of publication: |
2012
|
---|---|
Authors: | Schmidbauer, Harald ; Rösch, Angi |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 5, p. 1656-1663
|
Subject: | Crude oil volatility | GARCH | Covariates | Modified dummy variables | OPEC announcements | WTI crude oil | ARCH-Modell | ARCH model | Volatilität | Volatility | Ölpreis | Oil price | Ankündigungseffekt | Announcement effect | OPEC-Staaten | OPEC countries | Ölmarkt | Oil market | Erdöl | Petroleum | Welt | World | Erdölpolitik | Oil policy | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative |
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