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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"Journal of risk"
~person:"Baum, Christopher F."
~source:"econis"
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Baum, Christopher F.
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Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and
CVaR
applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
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2
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
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