Smooth transition regime shifts and oil price dynamics
Year of publication: |
2013
|
---|---|
Authors: | Cifarelli, Giulio |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 38.2013, C, p. 160-167
|
Publisher: |
Elsevier |
Subject: | Oil price bubble | Dynamic hedging | Logistic smooth transition | Multivariate GARCH |
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