Xie, Wen-Jie; Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Economic Modelling 36 (2014) C, pp. 8-17
Energy markets and the associated energy futures markets play a crucial role in global economies. It is of great theoretical and practical significance to gain a deeper understanding of extreme value statistics of the volatility of energy futures traded on the New York Mercantile Exchange...