The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?
Year of publication: |
2009-01-15
|
---|---|
Authors: | Marzo, Massimiliano ; Zagaglia, Paolo |
Institutions: | Nationalekonomiska institutionen, Stockholms Universitet |
Subject: | conditional quantiles | oil prices |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Research Papers in Economics Number 2009:1 12 pages |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: |
-
Measuring comovements by regression quantiles
Cappiello, Lorenzo, (2005)
-
Oil price impact on financial markets:
Creti, Anna, (2014)
-
Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan C., (2014)
- More ...
-
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy
Marzo, Massimiliano, (2008)
-
Marzo, Massimiliano, (2008)
-
A Further Look at the 2004 Reform of the Operational Framework of the ECB
Marzo, Massimiliano, (2009)
- More ...