Volatility and a century of energy markets dynamics
Apostolos Serletis, Libo Xu
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Serletis, Apostolos ; Xu, Libo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 55.2016, p. 1-9
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| Subject: | Oil | Natural gas | Coal | Volatility | VARMA | GARCH-in-Mean model | Volatilität | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Kohle | Erdgasmarkt | Natural gas market | Erdgas | Ölpreis | Oil price | Ölmarkt | Oil market | Gaswirtschaft | Gas industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011663070