Spikes and crashes in the oil market
Year of publication: |
January 2016
|
---|---|
Authors: | Aboura, Sofiane ; Chevallier, Julien |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 615-623
|
Subject: | Crude oil market | Volatility | Quantile regression | Extreme value theory | Volatilität | Ölmarkt | Oil market | Ölpreis | Oil price | Welt | World | Rohstoffderivat | Commodity derivative | Schätzung | Estimation |
-
Chang, Kuang-liang, (2012)
-
Wei, Yu, (2017)
-
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun, (2019)
- More ...
-
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane, (2015)
-
The cross-market indes for volatility surprise
Aboura, Sofiane, (2014)
-
Geographical diversification with a World Volatility Index
Aboura, Sofiane, (2015)
- More ...