The effect of jumps in the crude oil market on the sovereign risks of major oil exporters
Year of publication: |
2019
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Authors: | Bouri, Elie |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 4/118, p. 1-15
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Subject: | crude oil | jumps | oil implied volatility | sovereign risks of oil-exporters | Volatilität | Volatility | Länderrisiko | Country risk | Ölmarkt | Oil market | Erdöl | Petroleum | Welt | World | Erdölindustrie | Oil industry | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7040118 [DOI] hdl:10419/257956 [Handle] |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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