Price discovery in jump dynamics between gold and oil
Year of publication: |
2013
|
---|---|
Authors: | Chiou, Jer-shiou ; Wu, Pei-shan |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 4, p. 439-446
|
Subject: | News Arrivals | CBP-GARCH | Jump dynamic | Volatilität | Volatility | Börsenkurs | Share price | Gold | Ankündigungseffekt | Announcement effect | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative |
-
Event study of the crude oil futures market : a mixed event response model
Karali, Berna, (2019)
-
OPEC news announcements : effects on oil price expectation and volatility
Schmidbauer, Harald, (2012)
-
Ranking of US macroeconomic news impacting WTI crude oil volatility risk
Faseli, Omid, (2019)
- More ...
-
The asymmetric information and price manipulation in stock market
Chiou, Jer-shiou, (2007)
-
Restricted VAR hedging with the presence of multiple breaks
Chiu, Chien-Liang, (2007)
-
Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
Chiou, Jer-shiou, (2006)
- More ...