Wei, Ching-Chun; Chen, Chung-Hsuan - In: International Journal of Energy Economics and Policy 4 (2014) 2, pp. 189-197
The purpose of this paper is to examine whether the volatility of the West Texas Intermediate oil spot returns (WTIR) is affected by the Texas Light Sweet oil futures returns (FUR), the exchange rate returns between the US dollar and the Euro (ERR), and the S&P 500 energy index returns (EIR),...