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We investigate volatility models and their forecasting abilities for three types of petroleum futures contracts traded on the New York Mercantile Exchange (West Texas Intermediate crude oil, heating oil #2, and unleaded gasoline) and suggest some stylized facts about the volatility of these...
Persistent link: https://www.econbiz.de/10010902546
, leverage is curtailed and the general public is anxiously selling risky assets to more confident natural buyers; and, finally … positions to a reluctant public, often going bankrupt in the process. How do banks perceive these three states of the economy …
Persistent link: https://www.econbiz.de/10010902819