Time series analysis of volatility in the petroleum pricing markets : the persistence, asymmetry and jumps in the returns series
Olusanya E. Olubusoye and OlaOluwa S. Yaya
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Olubusoye, Olusanya E. ; Yaya, OlaOluwa S. |
| Published in: |
OPEC energy review. - Oxford : Wiley-Blackwell, ISSN 1753-0229, ZDB-ID 2449632-7. - Vol. 40.2016, 3, p. 235-262
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| Subject: | Mineralölprodukt | Petroleum product | Preis | Price | Volatilität | Volatility | Ölpreis | Oil price | Zeitreihenanalyse | Time series analysis | Welt | World | 1986-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011711514