The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India
Year of publication: |
2020
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Authors: | Meher, Bharat Kumar ; Hawaldar, Iqbal Thonse ; Mohapatra, Latasha ; Sarea, Adel M. |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 5, p. 422-431
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Subject: | COVID-19 | Asymmetric Volatility | Leverage Effect | Crude Oil | Natural Gas | MCX Limited | Volatilität | Volatility | Coronavirus | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Indien | India | Erdöl | Petroleum | Wirkungsanalyse | Impact assessment | Welt | World | Warenbörse | Commodity exchange | Erdgas | Natural gas | ARCH-Modell | ARCH model |
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