The joint dynamics of oil futures prices in the NYMEX and ICE : evidence from a structural GARCH model
Year of publication: |
2009
|
---|---|
Authors: | Spargoli, Fabrizio ; Zagalia, Paolo |
Published in: |
OPEC, oil prices and LNG. - New York, NY : Nova Science Publ., ISBN 1-60692-897-X. - 2009, p. 169-183
|
Subject: | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | VAR-Modell | VAR model | USA | United States | Großbritannien | United Kingdom |
-
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal, (2010)
-
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal, (2011)
-
Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye, (2012)
- More ...
-
The stability pact : can't kill it, can't live without it
Zagalia, Paolo, (2001)
-
The stability pact : can't kill it, can't live without it
Zagalia, Paolo, (2001)
-
Bank Deregulation, Competition and Economic Growth: The US Free Banking Experience
Ager, Philipp, (2013)
- More ...