Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Year of publication: |
2011
|
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Authors: | Suenaga, Hiroaki ; Smith, Aaron D. |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 32.2011, 3, p. 27-58
|
Subject: | Energiepreis | Energy price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Benzin | Gasoline | Heizöl | Heating oil | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Risiko | Risk | USA | United States | 1984-2010 |
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